Independence of partial autocorrelations for a classical immigration branching process (Q1176546)

Following on from an earlier study by the same authors [ibid. 33, No. 1, 151-161 (1989; Zbl 0682.62057)], fitting a subcritical branching process with immigration to data is considered. Here the particular simple model (which arises in statistical mechanics) where the offspring distribution is Bernoulli and the immigration Poisson is discussed. It turns out that the normed sample partial autocorrelations are asymptotically Gaussian and independent at lags greater than one. This allows the construction of a goodness of fit test for the model very similar to that of Quenouille for the AR(1) process.