REMARKS ON OPTIMAL INFERENCE FOR MARKOV BRANCHING PROCESSES: A SEQUENTIAL APPROACH

DOI10.1111/J.1467-842X.1983.TB01194.XzbMATH Open0515.62081OpenAlexW1978343714MaRDI QIDQ3662477FDOQ3662477

Niels G. Becker, I. V. Basawa

Publication date: 1983

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1983.tb01194.x

zbMATH Keywords

nuisance parametersGalton-Watson processbranching diffusion processuniformly most powerful teststhreshold theoremminimum variance unbiased estimators

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential statistical analysis (62L10) Sequential estimation (62L12) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Optimal stopping in statistics (62L15)

Cited In (5)

• Maximum likelihood estimation for birth and multidimensional Brownian process
• Local asymptotic normality of a sequential model for marked point processes and its applications
• Optimum statistical inference from randomly stopped random processes
• Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
• Efficient sequential estimation in a markov branching process with immigration

This page was built for publication: REMARKS ON OPTIMAL INFERENCE FOR MARKOV BRANCHING PROCESSES: A SEQUENTIAL APPROACH

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3662477)