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Abstract. The goal of the paper is to estimate the first four moments of the offspring and innovation distributions of subcritical, time-homogeneous multitype Galton--Watson processes. We apply the CLS (Conditional Least Squares) and the WCLS (Weighted Conditional Least Squares) methods for this purpose. It is also shown that under the proper moment conditions the estimators are strongly consistent and the ones of the first two moments are asymptotically normal.
DOI: 10.14232/actasm-014-056-7
AMS Subject Classification
(1991): 60J80, 62F10, 62F12
Keyword(s):
branching processes,
Galton--Watson,
moments,
parameter estimation,
conditional least squares
Received July 19, 2014, and in revised form February 5, 2015. (Registered under 56/2014.)
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