A modified bootstrap for branching processes with immigration

Somnath Datta and T. N. Sriram

Stochastic Processes and their Applications, 1995, vol. 56, issue 2, 275-294

Abstract: In this paper we consider bootstrap approximation to the sampling distribution of an estimator of the offspring mean m in a branching process with immigration. A modification of the standard parametric bootstrap procedure is shown to eliminate the invalidity of the standard bootstrap for the case m = 1, as reported in Sriram (1994). Furthermore, the modified bootstrap is shown to provide valid approximations for other values of m ([not equal to] 1) as well. Thus, in this example, the modified bootstrap provides a unified solution while the form of the limit distribution of the estimator of m via classical asymptotic theory depends on m. It is argued that similar modifications will be useful more generally.

Keywords: Bootstrap; Branching; processes; with; immigration; Asymptotic; validity; Limit; theory (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (4)

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