Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process

DOI10.2298/FIL1817803GMaRDI QIDQ5086797zbMATH OpenWikidataFDO

Authors Zhenlong Gao, Lina Qiu

Publication date 7 July 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/FIL1817803G

zbMATH Keywords

branching processharmonic momentslarge deviationsrenewal process

Mathematics Subject Classification ID

Large deviations (60F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• Barrier option pricing by branching processes
• Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method
• Harmonic moments and large deviation rates for supercritical branching processes
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 7697196 (Why is no real title available?)
• Large and moderate deviations for a class of renewal random indexed branching process
• Large and moderate deviations for a renewal randomly indexed branching process
• Large deviation rates for branching processes. I: Single type case
• Large deviations for a Poisson random indexed branching process
• Large deviations for Branching Processes in Random Environment
• Large deviations for renewal processes
• Limit theorems for a supercritical Poisson random indexed branching process
• On Branching Processes with Random Environments: I: Extinction Probabilities
• Stock prices as branching processes
• Stock prices as branching processes in random environments: estimation

Cited in

(10)

• Deviations for martingale convergence of a branching process with random index
• Cramér moderate deviations for a supercritical Galton-Watson process
• Large and moderate deviations for a renewal randomly indexed branching process
• Large deviations for a renewal randomly indexed branching process
• scientific article; zbMATH DE number 1569639 (Why is no real title available?)
• Deviation estimations for Lotka-Nagaev estimator of a branching process with immigration
• scientific article; zbMATH DE number 7235351 (Why is no real title available?)
• Asymptotic distributions and Berry-Esseen inequalities for Lotka-Nagaev estimator of a Poisson randomly indexed branching process
• Notes on large deviations for branching processes indexed by a Poisson process
• On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process

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