Sequential Estimation Functions in Stochastic Population Processes

Helmut Pruscha
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Helmut Pruscha: University of Munich, Institute of Mathematics

A chapter in Mathematical Statistics and Probability Theory, 1987, pp 189-203 from Springer

Abstract: Abstract Sequential, i.e., randomly stopped estimation functions in a class of continuous time stochastic population models are considered. The class includes finite, irreducible Markov processes. Three types of efficient sequential estimation functions are discussed and their asymptotic behaviour is investigated. The main tools of analysis are taken from point process theory.

Keywords: Population processes; Markov branching process with immigration; birth-and-death-process; sequential estimation; Cramér-Rao inequality; asymptotic behaviour (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-3965-3_18

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DOI: 10.1007/978-94-009-3965-3_18

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