SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES

DOI10.1081/SQA-100107648zbMATH Open0987.62055OpenAlexW2087214592MaRDI QIDQ4331109FDOQ4331109

Authors: T. N. Sriram, Anand N. Vidyashankar 

Publication date: 30 June 2002

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-100107648

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zbMATH Keywords

asymptotic efficiencylarge deviationsstopping rulebranching processesasymptotic risk efficiencyiteration of generating functionsnon-ergodic family

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Title not available (Why is that?)
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Title not available (Why is that?)
• Large deviation rates for branching processes. I: Single type case
• sequential estimation of the mean of a linear process
• Second order approximation to the risk of a sequential procedure
• Large deviation rates for branching processes. II: The multitype case
• The performance of a sequential procedure for the estimation of the mean
• Sequential estimation of the mean of a first-order stationary autoregressive process
• Sequential estimation for the parameters of a stationary auto regressive model
• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression

Cited In (1)

• Sequential point estimation for branching processes i, subcritical case

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