A time series approach to the study of the simple subcritical Galton–Watson process with immigration
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Publication:3947013
DOI10.2307/1426730zbMath0486.62088MaRDI QIDQ3947013
Publication date: 1982
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426730
immigration; central limit theorem for martingales; subcritical Galton-Watson process; limiting joint distributions; Cramer-Wold device; first- order autoregression; Quenouille-type goodness-of-fit test
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M05: Markov processes: estimation; hidden Markov models
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
62M02: Markov processes: hypothesis testing
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