Estimation of the mean for critical branching process and its bootstrap approximation

Xiao-Rong Yang ()

Metrika: International Journal for Theoretical and Applied Statistics, 2013, vol. 76, issue 6, 846 pages

Abstract: This article focuses attention on the estimation of the mean of a sequence of branching process with immigration in the critical case. We get the limiting distribution of the pivot, and adopt a bootstrap procedure to bootstrap the least-square estimator with bootstrap sample size $$m$$ less than the size $$n$$ of the original sample. Under the assumptions that $$m\rightarrow \infty $$ and $$m/n\rightarrow 0$$ , the convergence in probability of the bootstrap distribution function is also established. Copyright Springer-Verlag Berlin Heidelberg 2013

Keywords: Branching process; Conditional least square estimation; Bootstrap approximation; Wiener process (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:76:y:2013:i:6:p:831-846

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DOI: 10.1007/s00184-012-0418-4

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