Remarks on efficiency in estimation for branching processes

DOI10.1093/BIOMET/62.1.49MaRDI QIDQ4051447zbMATH OpenOpenAlexFDO

Authors Christopher C. Heyde

Publication date 1975

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/62.1.49

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(16)

• Branching processes. I
• Regularity, partial regularity, partial information process, for a filtered statistical model
• Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes
• Asymptotic inference for stochastic processes
• Asymptotically minimax tests of composite hypotheses for nonergodic type processes
• The efficiency criteria problem for stochastic processes
• On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process
• Minimum Hellinger distance estimation for supercritical Galton-Watson processes
• An \textit{EM} algorithm for the model fitting of Markovian binary trees
• Local limit theory and large deviations for supercritical branching processes.
• Information quantities in non-classical settings
• Estimation of growth rate in second order branching process
• Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes
• Asymptotic theory for empirical similarity models
• Some aspects of modern population mathematics
• Norming rates and limit theory for some time-varying coefficient autoregressions

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