On asymptotic normality of sequential estimators for branching processes with immigration
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Publication:2643281
DOI10.1016/J.JSPI.2006.10.007zbMath1331.62388OpenAlexW2103902844MaRDI QIDQ2643281
Publication date: 23 August 2007
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.10.007
Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Sequential estimation (62L12)
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Cites Work
- A limit theorem on a subcritical Galton-Watson process with immigration
- Estimation of the means in the branching process with immigration
- Sequential estimation for branching processes with immigration
- Asymptotic results for estimators in a subcritical branching process with immigration
- On conditional least squares estimation for stochastic processes
- On sequential estimation for branching processes with immigration.
- Fixed precision estimator of the offspring mean in branching processes
- A note on the supercritical Galton-Watson process with immigraiton
- Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration
- Maximum likelihood estimation for branching processes with immigration
- A time series approach to the study of the simple subcritical Galton–Watson process with immigration
- Notes on “Estimation theory for growth and immigration rates in a multiplicative process”
- On sequential estimation of an autoregressive parameter
- Extension of a Result of Seneta for the Super-Critical Galton-Watson Process
- Estimation theory for growth and immigration rates in a multiplicative process
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