Goodness-of-fit for a branching process with immigration using sample partial autocorrelations

DOI10.1016/0304-4149(89)90072-0zbMath0682.62057OpenAlexW2074876706MaRDI QIDQ1824330

Yanyan Li

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4149(89)90072-0

zbMATH Keywords

convergence in distributionlimit theoremstatistical mechanicsautoregressionGalton-Watsonsubcriticalbest linear predictornon-stationary processsample partial autocorrelationsQuenouille- type goodness-of-fit testsimple branching process with immigration

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Non-Markovian processes: hypothesis testing (62M07) Markov processes: hypothesis testing (62M02)

Related Items (15)

Random rounded integer-valued autoregressive conditional heteroskedastic process ⋮ Branching processes. II ⋮ Quenouille-type theorem on autocorrelations ⋮ Asymptotic behaviour of the portmanteau tests in an integer-valued AR model ⋮ Limited distribution of sample partial autocorrelations: A matrix approach ⋮ Independence of partial autocorrelations for a classical immigration branching process ⋮ EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS ⋮ Markov chains as models in statistical mechanics ⋮ Testing for serial dependence in time series models of counts ⋮ SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT ⋮ Binomial thinning models for integer time series ⋮ Tests based on sample partial autocorrelations ⋮ Score statistics for testing serial dependence in count data ⋮ Practical estimation from the sum of ar(1) processes ⋮ Goodness-of-fit tests for binomial AR(1) processes

Cites Work

• On the parametrization of autoregressive models by 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
• On Limit Theorems for Quadratic Functions of Discrete Time Series
• A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes
• Unnamed Item
• Unnamed Item

This page was built for publication: Goodness-of-fit for a branching process with immigration using sample partial autocorrelations