Cramér moderate deviations for a supercritical Galton–Watson process

Paul Doukhan, Xiequan Fan and Zhi-Qiang Gao

Statistics & Probability Letters, 2023, vol. 192, issue C

Abstract: Let (Zn)n≥0 be a supercritical Galton–Watson process. The Lotka–Nagaev estimator Zn+1/Zn is a common estimator for the offspring mean. In this paper, we establish some Cramér moderate deviation results for the Lotka–Nagaev estimator via a martingale method. Applications to construction of confidence intervals are also given.

Keywords: Cramér moderate deviations; Lotka–Nagaev estimator; Offspring mean (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715222002243
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:192:y:2023:i:c:s0167715222002243

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2022.109711

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().