Martingale central limit theorems and asymptotic estimation theory for multitype branching processes

DOI10.2307/1426721zbMath0391.60076OpenAlexW2014841879MaRDI QIDQ4172741

Niels Keiding, Soren Asmussen

Publication date: 1978

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426721

zbMATH Keywords

Iterated LogarithmCentral Limit TheoremsMartingale Difference Triangular ArraysSupercritical Galton-Watson Process

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (12)

Functional central limit theorems for supercritical superprocesses ⋮ Branching processes. I ⋮ A joint estimator for the eigenvalues of the reproduction mean matrix of a multitype Galton-Watson process ⋮ Théorèmes limites avec poids pour les martingales vectorielles ⋮ Central limit theorems for super Ornstein-Uhlenbeck processes ⋮ Estimation of the infection parameter of an epidemic modeled by a branching process ⋮ Limit laws of estimators for critical multi-type Galton-Watson processes ⋮ MOMENT ESTIMATION IN THE CLASS OF BISEXUAL BRANCHING PROCESSES WITH POPULATION–SIZE DEPENDENT MATING ⋮ 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale ⋮ Central limit theorems for supercritical superprocesses ⋮ Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods ⋮ Identification of multitype branching processes

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