Independence of partial autocorrelations for a classical immigration branching process

DOI10.1016/0304-4149(91)90047-GzbMath0736.62069OpenAlexW1991294396MaRDI QIDQ1176546

S. Singh

Publication date: 25 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(91)90047-g

zbMATH Keywords

statistical mechanicsgoodness of fit testautoregressionGalton-Watson processresidual autocorrelationlagsAR(1) processasymptotically GaussianBernoulli offspring distributionPoisson immigrationQuenouille testsample partial autocorrelationssubcritical branching process with immigration

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Markov processes: hypothesis testing (62M02)

Related Items (4)

Asymptotic behaviour of the portmanteau tests in an integer-valued AR model ⋮ Markov chains as models in statistical mechanics ⋮ Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data ⋮ Goodness-of-fit tests for binomial AR(1) processes

Cites Work

• On conditional least squares estimation for stochastic processes
• Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
• A time series approach to the study of the simple subcritical Galton–Watson process with immigration
• Estimation theory for growth and immigration rates in a multiplicative process

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