Winnicki will study estimation problems for the branching process with immigration. This research builds on his unified theory, which allows inference regardless of the range of parameters. Open questions to be resolved involve asymptotic properties. Tools to be used include functional convergence and stochastic calculus. General optimality questions will be studied using methods of estimating equations and quasi- likelihood. Extensions to non-homogeneous nearly-critical and multitype branching processes will be considered. This research will contribute to the developing field of statistical inference for stochastic processes.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Type
Standard Grant (Standard)
Application #
8801496
Program Officer
Alan Izenman
Project Start
Project End
Budget Start
1988-07-01
Budget End
1991-06-30
Support Year
Fiscal Year
1988
Total Cost
$38,932
Indirect Cost
Name
Columbia University
Department
Type
DUNS #
City
New York
State
NY
Country
United States
Zip Code
10027