Asymptotic Expansions for Array Branching Processes with Applications to Bootstrapping

DOI10.1239/JAP/1032192547MaRDI QIDQ4393821zbMATH OpenOpenAlexFDO

Authors T. N. Sriram

Publication date 15 February 2000

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1032192547

zbMATH Keywords

array branching processesbootstrappingEdgeworth expansionsmartingaletest function topology

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09) Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Asymptotic behaviour of a bootstrap branching process
• Validity of sequential bootstrap for subcritical and critical branching processes
• A modified bootstrap for branching processes with immigration
• Estimation of the mean for critical branching process and its bootstrap approximation

Cited in

(4)

• Bootstrap of the offspring mean in the critical process with a non-stationary immigration
• Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach
• Diffusion approximation of an array of controlled branching processes
• Validity of the bootstrap in the critical process with a non-stationary immigration

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