New splitting-scheme-based pseudo-likelihood estimators for SDEs with Hölder multiplicative noise that achieve strong convergence, state-space preservation, consistency, and asymptotic normality.
The branching process with logistic growth
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abstract
In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition pressure, which is ubiquitous in ecology, and translates mathematically into a quadratic death rate. The logistic branching process, or LB-process, can thus be seen as (the mass of) a fragmentation process (corresponding to the branching mechanism) combined with constant coagulation rate (the death rate is proportional to the number of possible coalescing pairs). In the continuous state-space setting, the LB-process is a time-changed (in Lamperti's fashion) Ornstein-Uhlenbeck type process. We obtain similar results for both constructions: when natural deaths do not occur, the LB-process converges to a specified distribution; otherwise, it goes extinct a.s. In the latter case, we provide the expectation and the Laplace transform of the absorption time, as a functional of the solution of a Riccati differential equation. We also show that the quadratic regulatory term allows the LB-process to start at infinity, despite the fact that births occur infinitely often as the initial state goes to \infty. This result can be viewed as an extension of the pure-death process starting from infinity associated to Kingman's coalescent, when some independent fragmentation is added.
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stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
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Splitting schemes and estimators for stochastic differential equations with H\"older multiplicative noise
New splitting-scheme-based pseudo-likelihood estimators for SDEs with Hölder multiplicative noise that achieve strong convergence, state-space preservation, consistency, and asymptotic normality.