Estimation of extinction probability in Markov branching process

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.

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Year of publication:	1992
Authors:	Kale, Mohan M. ; Deshmukh, S. R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 3, p. 173-175
Publisher:	Elsevier
Keywords:	Markov branching process random sum central limit theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314084