We show that if an appropriate stopping rule is used to determine the sample size when estimating the parameters in a stationary and ergodic threshold AR(1) model, then the sequential least-squares estimator is asymptotically risk efficient. The stopping rule is also shown to be asymptotically...

In this paper we consider bootstrap approximation to the sampling distribution of an estimator of the offspring mean m in a branching process with immigration. A modification of the standard parametric bootstrap procedure is shown to eliminate the invalidity of the standard bootstrap for the...