Nonparametric estimation for Galton--Watson type process

@inproceedings{Rao1992NonparametricEF,
  title={Nonparametric estimation for Galton--Watson type process},
  author={Prakasa Rao},
  year={1992}
}
  • Prakasa Rao
  • Published 1992
  • Mathematics
  • A stochastic process {Xn, n [greater-or-equal, slanted] 0} with X0 = 1 is said to be a Galton--Watson type process if {Xn} is a non-negative valued Markov process such that E[e-tXn + 1 Xn] = e-h(t)Xn, t [greater-or-equal, slanted] 0, n [greater-or-equal, slanted] o where h(·) is the cumulant generating function of the random variable X1 with an infinitely divisible off-spring distribution. Here we study a nonparametric kernel-type estimator of h(·) based on the observations X1,...,Xn… CONTINUE READING

    Create an AI-powered research feed to stay up to date with new papers like this posted to ArXiv

    Citations

    Publications citing this paper.

    ASYMPTOTICS OF POSTERIORS FOR BINARY BRANCHING PROCESSES

    VIEW 2 EXCERPTS
    CITES BACKGROUND