Validity of the bootstrap in the critical process with a non-stationary immigration

DOI10.1080/10485250903085839zbMath1359.60106OpenAlexW2008757806MaRDI QIDQ3021172

M. Hafidz Omar, Ibrahim Rahimov

Publication date: 22 July 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903085839

zbMATH Keywords

branching processthresholdSkorokhod spaceparametric bootstrapmartingale theoremnon-stationary immigration

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17)

Cites Work

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• Asymptotic distributions for weighted estimators of the offspring mean in a branching process
• Asymptotic properties of least-squares estimates in stochastic regression models
• Bootstrap of the mean in the infinite variance case
• Bootstrap methods: another look at the jackknife
• Invalidity of bootstrap for critical branching processes with immigration
• A modified bootstrap for branching processes with immigration
• Bootstrapping unstable first-order autoregressive processes
• Deterministic Approximation of a Sequence of Nearly Critical Branching Processes
• Maximum likelihood estimation for branching processes with immigration
• Asymptotic Expansions for Array Branching Processes with Applications to Bootstrapping
• Functional limit theorems for critical processes with immigration
• Fluctuation limit of branching processes with immigration and estimation of the means

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