SEQUENTIAL ESTIMATION FOR SUPERCRITICAL BRANCHING PROCESSES

DOI10.1081/SQA-100107648zbMath0987.62055OpenAlexW2087214592MaRDI QIDQ4331109

T. N. Sriram, Anand N. Vidyashankar

Publication date: 30 June 2002

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-100107648

zbMATH Keywords

branching processesasymptotic efficiencylarge deviationsstopping ruleasymptotic risk efficiencyiteration of generating functionsnon-ergodic family

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Cites Work

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• Second order approximation to the risk of a sequential procedure
• Sequential estimation of the mean of a first-order stationary autoregressive process
• The performance of a sequential procedure for the estimation of the mean
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• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression
• Large deviation rates for branching processes. II: The multitype case
• sequential estimation of the mean of a linear process
• Sequential estimation for the parameters of a stationary auto regressive model
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean

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