Estimation in the birth process

Research output: Contribution to journalJournal articleResearchpeer-review

  • Niels Keiding

Maximum likelihood estimation of the parameter λ of a pure birth process is studied on the assumptions that the process is observed either continuously in a time interval [0, t] or at equidistant time points O, T, ..., KT. The exact distribution of the minimal sufficient statistic is given in the first case and for both cases the asymptotic theory as t→ ∞, or as, k →, ∞, is studied. The related conditional Poisson process discussed recently by D. G. Kendall and W. A. O'N. Waugh is also studied, and the results are shown to illustrate the modern theory of exponential families and conditional inference.

Original languageEnglish
JournalBiometrika
Volume61
Issue number1
Pages (from-to)71-80
Number of pages10
ISSN0006-3444
DOIs
Publication statusPublished - Apr 1974

    Research areas

  • Conditional inference, Conditional Poisson process, Estimation in Markov processes, Exponential family, Maximum likelihood estimation, Point process, Pure birth process

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