Sequential estimation for branching processes with immigration

DOI10.1214/AOS/1176348395MaRDI QIDQ1184235zbMATH OpenOpenAlexFDO

Authors T. N. Sriram, I. V. Basawa, Richard Huggins

Publication date 28 June 1992

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348395

Mathematics Subject Classification ID

Sequential estimation (62L12) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(14)

• Asymptotic inference for semimartingale models with singular parameter points
• Sequential point estimation of parameters in a threshold AR(1) model
• On sequential estimation for branching processes with immigration.
• Limit laws of estimators for critical multi-type Galton-Watson processes
• Fixed precision estimator of the offspring mean in branching processes
• A modified bootstrap for branching processes with immigration
• Estimation of the mean for critical branching process and its bootstrap approximation
• On asymptotic normality of sequential estimators for branching processes with immigration
• A note on estimation of parameters for branching processes with immigration
• Validity of sequential bootstrap for subcritical and critical branching processes
• Sequential point estimation for branching processes i, subcritical case
• Sequential estimation for time series models
• Estimation of the offspring mean in a controlled branching process with a random control function
• Asymptotically pointwise optimal allocation rules in Bayes sequential estimation

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