Maximum Likelihood Estimation in the Birth-and-Death Process
STANFORD UNIV CA DEPT OF STATISTICS
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Maximum likelihood estimation of the parameters lambda and mu of a simple linear birth-and-death process observed continuously over a fixed time interval is studied. Asymptotic distributions for large initial populations and for large periods of observation are derived and some nonstandard results appear. The related problem of estimation from the discrete skeleton of the process is also discussed.
- Statistics and Probability