On sequential estimation for branching processes with immigration
نویسندگان
چکیده
منابع مشابه
On Sequential Estimation for Branching Processes with Immigration
Consider a Galton-Watson process with immigration. The limiting distributions of the non-sequential estimators of the offspring mean have been proved to be drastically different for the critical case and subcritical and supercritical cases. A sequential estimator, proposed by Sriram, Basawa and Huggins (1991), was shown to be asymptotically normal for both the subcritical and critical cases. Ba...
متن کاملGeneral Branching Processes with Immigration
A general multi-type branching process where new individuals immigrate according to some point process is considered. An intrinsic submartingale is defined and a convergence result for processes counted with random characteristics is obtained. Some examples are given. GENERAL BRANCHING PROCESS; MULTI-TYPE; IMMIGRATION AMS 1991 SUBJECT CLASSIFICATION: PRIMARY 60180
متن کاملOn asymptotic normality of sequential estimators for branching processes with immigration
Consider a Galton–Watson process with immigration. This paper studies the limits of the sequential estimator, proposed by [Sriram, T.N., Basawa, I.V., and Huggins, R.M., (1991). Sequential estimation for branching processes with immigration. Ann. Statist. 19, 2232–2243.] and the modified sequential estimator, proposed by [Shete, S., Sriram, T.N., 1998. Fixed precision estimator of the offspring...
متن کاملOn Estimation of the Variances for Critical Branching Processes with Immigration
The conditional least-squares estimators of the variances are studied for a critical branching process with immigration that allows the offspring distributions to have infinite fourth moments. We derive different forms of limiting distributions for these estimators when the offspring distributions have regularly varying tails with index α. In particular, in the case in which 2 < α < 3 , the nor...
متن کاملBranching processes with immigration and related topics
This is a survey on recent progresses in the study of branching processes with immigration, generalized Ornstein-Uhlenbeck processes and affine Markov processes. We mainly focus on the applications of skew convolution semigroups and the connections in those processes.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2002
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(02)00120-5