Estimation of extinction probability in Markov branching process

Abstract

Maximum likelihood estimation of the probability of ultimate extinction of a Markov branching process is studied when the process is observed completely over a time interval of fixed length. The asymptotic properties of the estimator are discussed.Markov branching process random sum central limit theorem

    Similar works

    Full text

    thumbnail-image

    Available Versions

    Last time updated on 06/07/2012