Notes on “Estimation theory for growth and immigration rates in a multiplicative process”

DOI10.2307/3212702zbMATH Open0294.60063OpenAlexW4244597184MaRDI QIDQ4046865FDOQ4046865

Authors Eugene Seneta, Christopher C. Heyde

Publication date 1974

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212702

Mathematics Subject Classification ID

Point estimation (62F10) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited in

(17)

• Asymptotically normal estimators for the offspring mean in the branching process with immigration
• Fixed precision estimator of the offspring mean in branching processes
• Estimation of the offspring mean in a controlled branching process with a random control function
• On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration
• Estimation of the offspring mean in a supercritical branching process with non-stationary immigration
• Some asymptotic results for the branching process with immigration
• Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration
• A note on estimation of parameters for branching processes with immigration
• A modified bootstrap for branching processes with immigration
• Branching processes. I
• On asymptotic normality of sequential estimators for branching processes with immigration
• Asymptotic distributions for weighted estimators of the offspring mean in a branching process
• Asymptotic distribution of the CLSE in a critical process with immigration
• Parameter estimation in branching processes with almost sure extinction
• On sequential estimation for branching processes with immigration.
• Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data
• Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model

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