Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control

DOI10.1016/S0167-7152(98)00238-7zbMath0939.62086MaRDI QIDQ1962225

Bernard Bercu

Publication date: 3 July 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

adaptive controlcentral limit theoremleast squareslaw of iterated logarithm

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Least squares and related methods for stochastic control systems (93E24) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (1)

Maximum likelihood estimation and expectation-maximization algorithm for controlled branching processes

Cites Work

• Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
• Local Convergence of Martingales and the Law of Large Numbers
• Martingale Central Limit Theorems
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