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

DOI10.1111/j.1467-842X.1983.tb01194.xzbMath0515.62081OpenAlexW1978343714MaRDI QIDQ3662477

Niels G. Becker, Ishwar 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 parametersuniformly most powerful testsGalton-Watson processbranching diffusion processthreshold theoremminimum variance unbiased estimators

Mathematics Subject Classification ID

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

Related Items (5)

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

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