Information properties of the nonparametric maximum likelihood estimators in branching processes with random migration

Authors

  • Tsvetomira Zlatkova Faculty of Mathematics and Informatics, Sofia University "St. Kliment Ohridski", Bulgaria
  • Vessela Stoimenova Faculty of Mathematics and Informatics, Sofia University "St. Kliment Ohridski", Bulgaria

DOI:

https://doi.org/10.55630/j.biomath.2026.04.034

Keywords:

branching processes, migration, nonparametric estimators, Fisher information matrix, confidence intervals, simulations

Abstract

We consider the nonparametric maximum likelihood estimation of single type discrete time branching processes with random migration. These processes occur naturally in situations where besides the random reproduction both emigration and immigration of individuals can be observed in the population. Our aim is to study the behaviour of the estimators by calculating the Fisher information matrix and in particular to present confidence intervals for the migration probabilities and for the offspring and immigration distribution, which to be further examined by simulations and computational results.

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Published

2026-04-03

Issue

Section

Original Articles