Efficient sequential estimation in a markov branching process with immigration

DOI10.1080/03610928608829212zbMath0604.62079OpenAlexW2072712088MaRDI QIDQ3740853

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Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829212

zbMATH Keywords

efficient estimationYule processlinear birth and death processclosed sampling plancontinuous time Markov branching process with immigrationCramér-Rao type information inequality

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of branching processes (60J85) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

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• Representations of Markov processes as multiparameter time changes
• Efficient estimation of transition probabilities in a Markov chain
• Sequential estimation for continuous time finite markov processes
• Unbiased Sequential Estimation for Binomial Populations
• REMARKS ON OPTIMAL INFERENCE FOR MARKOV BRANCHING PROCESSES: A SEQUENTIAL APPROACH
• Estimation in single server queues
• Maximum likelihood estimation for branching processes with immigration
• Unbiased Estimates for Certain Binomial Sampling Problems with Applications

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