Independence of partial autocorrelations for a classical immigration branching process
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Publication:1176546
DOI10.1016/0304-4149(91)90047-GzbMath0736.62069MaRDI QIDQ1176546
Publication date: 25 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
statistical mechanics; goodness of fit test; autoregression; Galton-Watson process; residual autocorrelation; lags; AR(1) process; asymptotically Gaussian; Bernoulli offspring distribution; Poisson immigration; Quenouille test; sample partial autocorrelations; subcritical branching process with immigration
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
62M02: Markov processes: hypothesis testing
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