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

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

Cited in

(14)

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

This page was built for publication: Sequential estimation for branching processes with immigration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1184235)