Maximum Likelihood Estimators for a Supercritical Branching Diffusion Process

Table 1

Parameter estimates of an Ornstein-Uhlenbeck process with two or three splitting. Five trajectories are simulated with parameters 𝜙=0.1, 𝜆=0.05 and 𝜋₂=𝜋₃=1/2.

𝜑	𝜆	𝜋2	𝜋3
0.10003	0.05139	0.499	0.501
0.10002	0.05152	0.525	0.475
0.10002	0.04974	0.524	0.476
0.10033	0.05028	0.498	0.502
0.10005	0.04852	0.524	0.476