scientific article; zbMATH DE number 3814814

zbMATH Open0515.62082MaRDI QIDQ3662478FDOQ3662478

Christopher C. Heyde

Publication date: 1977

Title of this publication is not available (Why is that?)

zbMATH Keywords

maximum likelihood estimatorGalton-Watson branching processminimum asymptotic variancebest consistent uniformly asymptotically normal estimatorestimating mean of offspring distributionsingle realization

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited In (2)

• On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process
• Local limit theory and large deviations for supercritical branching processes.

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