Estimation of the mean for critical branching process and its bootstrap approximation
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Publication:2392257
DOI10.1007/s00184-012-0418-4zbMath1417.62038MaRDI QIDQ2392257
Publication date: 1 August 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-012-0418-4
60F05: Central limit and other weak theorems
62F10: Point estimation
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
Cites Work
- The bootstrap of the mean with arbitrary bootstrap sample size
- The limit distribution of the bootstrap for the unit root test statistic when the residuals are dependent
- Bootstrap of the mean in the infinite variance case
- Estimation of the means in the branching process with immigration
- Sequential estimation for branching processes with immigration
- Additions and correction to ``The bootstrap of the mean with arbitrary bootstrap sample size
- On the convergence of sequences of branching processes
- Invalidity of bootstrap for critical branching processes with immigration
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations.
- Fluctuation limit of branching processes with immigration and estimation of the means