Sequential point estimation for branching processes i, subcritical case

DOI10.1080/07474940008836442MaRDI QIDQ4521917zbMATH OpenOpenAlexFDO

Authors T. N. Sriram, Anand N. Vidyashankar

Publication date 21 December 2000

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940008836442

zbMATH Keywords

asymptotic efficiencyasymptotic risk efficiencystopping ruleuniform continuityuniform integrability

Mathematics Subject Classification ID

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

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• SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES
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Cites work

• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
• Asymptotically bounded regret sequential estimation of the mean
• Estimation of the means in the branching process with immigration
• Second order approximation to the risk of a sequential procedure
• Sequential estimation for branching processes with immigration
• Sequential estimation of the autoregressive parameter in a first order autoregressive process
• Sequential estimation of the mean of a first-order stationary autoregressive process
• sequential estimation of the mean of a linear process
• Sequential point estimaqtion rule with bounded risk for the mean of a multivariate normal distribution
• Some asymptotic results for the branching process with immigration
• Some Limit Theorems for Stationary Processes

Cited in

(4)

• On sequential estimation for branching processes with immigration.
• Fixed precision estimator of the offspring mean in branching processes
• Efficient sequential estimation in a markov branching process with immigration
• SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES

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