Joint estimation of offspring mean and offspring variance of controlled branching process

DOI10.1007/s13171-016-0082-2zbMath1356.60133OpenAlexW2281399794MaRDI QIDQ505487

Arpita Inamdar, Mohan Kale

Publication date: 25 January 2017

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-016-0082-2

zbMATH Keywords

martingale convergence theoremcontrolled branching processmartingale central limit theoremjoint estimationjoint asymptotic normalityoffspring meanoffspring variance

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items

Joint estimation of the offspring mean and offspring variance of a second order branching process

Cites Work

• Stable convergence of semimartingales
• Unbiased statistical estimation functions for parameters in presence of nuisance parameters
• A central limit theorem for martingales and an application to branching processes
• Estimation of the variance for a controlled branching process
• Nonparametric estimation of the offspring distribution and the mean for a controlled branching process
• The foundations of finite sample estimation in stochastic processes
• On the almost sure convergence of controlled branching processes
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• On estimating the variance of the offspring distribution in a simple branching process
• On the class of controlled branching processes with random control functions
• An Optimum Property of Regular Maximum Likelihood Estimation
• Estimation in continuous state-space branching processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item