Pages that link to "Item:Q4172741"
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The following pages link to Martingale central limit theorems and asymptotic estimation theory for multitype branching processes (Q4172741):
Displaying 12 items.
- Central limit theorems for super Ornstein-Uhlenbeck processes (Q461344) (← links)
- Estimation of the infection parameter of an epidemic modeled by a branching process (Q470501) (← links)
- Identification of multitype branching processes (Q817989) (← links)
- Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods (Q1023450) (← links)
- Branching processes. I (Q1096977) (← links)
- A joint estimator for the eigenvalues of the reproduction mean matrix of a multitype Galton-Watson process (Q1369292) (← links)
- Limit laws of estimators for critical multi-type Galton-Watson processes (Q1769421) (← links)
- 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale (Q2280545) (← links)
- Functional central limit theorems for supercritical superprocesses (Q2360986) (← links)
- Central limit theorems for supercritical superprocesses (Q2512841) (← links)
- Limit theorems with weights for vector-valued martingales (Q2701804) (← links)
- MOMENT ESTIMATION IN THE CLASS OF BISEXUAL BRANCHING PROCESSES WITH POPULATION–SIZE DEPENDENT MATING (Q3592371) (← links)