A Linear Immigration-Birth-Death Model and Its Statistical Inference

作     者：ZHANG Shu-lin WEI Zheng-hong BI Qiu-xiang 

作者机构：School of Statistics Southwestern University of Finance and Economics Chengdu 611130 China College of Mathematics and Computational Science University of Shenzhen Shenzhen 518052 China Department of Fixed Income GF Securities~ Company Limited Guangzhou 510075 China 

出 版 物：《Chinese Quarterly Journal of Mathematics》 (数学季刊（英文版）)

年 卷 期：2014年第29卷第3期

页      面：356-362页

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the Fundamental Research Funds for the Central Universities(JBK120405) 

主　　题：immigration-birth-death process transition density moment generating function maximum likelihood estimator 

摘      要：formula of simulation proccss by In this paper, we employ monmnt generating function to obtain some exact transition probability of inlmigration-birth-death（IBD） model and discuss the of sample path and statistical inference with complete observations of the IBD the exact transition density formula.