期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2016
卷号:78
期号:2
页码:248-268
DOI:10.1007/s13171-016-0082-2
语种:English
出版社:Indian Statistical Institute
摘要:The paper discusses the joint estimation of two important parameters of the offspring distribution namely mean and variance of a controlled branching process or ϕ branching process. The estimation of these parameters was separately carried out by Gonzalez et al. ( Test , 13 (2), 465–479, ( 2004 ), Test , 14 (1), 199–213, ( 2005 )). The present article is an attempt to show that, the estimators proposed by these authors are also optimal in the sense of estimating functions ( O F optimality). The joint O A optimality, that is; joint asymptotic properties of these estimators are also established using martingale limit theory. The joint O A optimality in special case, a model proposed by Dion and Essebbar ( 1995 ) for controlled branching process is also discussed.