On aggregation of multitype Galton–Watson branching processes with immigration

Autor:	Mátyás Barczy, Fanni K. Nedényi, Gyula Pap
Jazyk:	angličtina
Rok vydání:	2018
Předmět:	Multitype Galton–Watson branching processes with immigration temporal and contemporaneous aggregation generalized integer-valued autoregressive processes Applied mathematics. Quantitative methods T57-57.97 Mathematics QA1-939
Zdroj:	Modern Stochastics: Theory and Applications, Vol 5, Iss 1, Pp 53-79 (2018)
Druh dokumentu:	article
ISSN:	2351-6046 2351-6054
DOI:	10.15559/18-VMSTA95
Popis:	Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton–Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both cases, the limit process is a zero mean Brownian motion with the same covariance function under third order moment conditions on the branching and immigration distributions. We specialize our results for generalized integer-valued autoregressive processes and single-type Galton–Watson processes with immigration as well.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/63c1151e570247559e7bece2cd897f1b Zobrazit plný text záznamu View record in DOAJ