Moderate deviations for the total population arising from a nearly unstable sub-critical Galton-Watson process with immigration
Haotian Chen and
Yong Zhang
Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 2, 432-445
Abstract:
In this paper, we consider the moderate deviation of the nearly unstable sub-critical Galton-Waston process with immigration for the centered total population arising. We discuss the main influence factors for the form of moderate deviation in different stochastic processes. Moreover, we compute the exact rate function in every different situation of MDP.
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:50:y:2021:i:2:p:432-445
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DOI: 10.1080/03610926.2019.1635703
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