On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration

DOI10.1016/0167-7152(91)90060-5zbMath0736.62070OpenAlexW2057269867MaRDI QIDQ1181096

T. N. Sriram

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90060-5

zbMATH Keywords

martingalebounded variancecriticalsub-criticalbranching process with immigrationuniform strong consistencyalmost supermartingalenatural estimator of offspring mean

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Estimation of the mean in partially observed branching processes with general immigration ⋮ Statistical inference for partially observed branching processes with immigration ⋮ Fixed precision estimator of the offspring mean in branching processes

Cites Work

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• Fixed accuracy estimation of an autoregressive parameter
• A limit theorem on a subcritical Galton-Watson process with immigration
• Estimation of the means in the branching process with immigration
• On conditional least squares estimation for stochastic processes
• Estimation of the criticality parameter of a superitical branching process with random environments
• Notes on “Estimation theory for growth and immigration rates in a multiplicative process”
• Estimation theory for growth and immigration rates in a multiplicative process

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