Asymptotic conditional inference for the offspring mean of a supercritical Galton-Watson process (Q1096291)

From MaRDI portal





scientific article; zbMATH DE number 4030767
Language Label Description Also known as
English
Asymptotic conditional inference for the offspring mean of a supercritical Galton-Watson process
scientific article; zbMATH DE number 4030767

    Statements

    Asymptotic conditional inference for the offspring mean of a supercritical Galton-Watson process (English)
    0 references
    1986
    0 references
    The supercritical Galton-Watson process with unknown mean is one of the well known examples of a nonergodic statistical model, i.e. the maximum likelihood estimator is asymptotically mixed normal under classical nonrandom norming. In the paper conditional asymptotic normality of the ML estimator given the conditional information is established. The approach is not the same as that considered by \textit{I. V. Basawa} and \textit{P. J. Brockwell}, Ann. Stat. 12, 161-171 (1984; Zbl 0546.62059), who conditioned on the (unobservable) normed limit information.
    0 references
    asymptotic conditional inference
    0 references
    asymptotic ancillarity
    0 references
    supercritical Galton-Watson process
    0 references
    unknown mean
    0 references
    nonergodic statistical model
    0 references
    maximum likelihood estimator
    0 references
    conditional asymptotic normality
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references