A time series approach to the study of the simple subcritical Galton–Watson process with immigration

DOI10.2307/1426730zbMath0486.62088OpenAlexW2329644202MaRDI QIDQ3947013

K. N. Venkataraman

Publication date: 1982

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426730

zbMATH Keywords

immigrationcentral limit theorem for martingalessubcritical Galton-Watson processlimiting joint distributionsCramer-Wold devicefirst- order autoregressionQuenouille-type goodness-of-fit test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Markov processes: hypothesis testing (62M02)

Related Items (23)

Inference on superimposed subcritical Galton-Watson processes with immigration ⋮ Branching processes. I ⋮ On asymptotic normality of sequential estimators for branching processes with immigration ⋮ Some asymptotic results for the branching process with immigration ⋮ Estimating functions for branching processes ⋮ Convolution-closed models for count time series with applications ⋮ Estimation of the offspring mean in a controlled branching process with a random control function ⋮ Independence of partial autocorrelations for a classical immigration branching process ⋮ Parameter estimation in two-type continuous-state branching processes with immigration ⋮ On sequential estimation for branching processes with immigration. ⋮ Change Detection in INAR(p) Processes Against Various Alternative Hypotheses ⋮ Testing for serial dependence in time series models of counts ⋮ SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT ⋮ Fixed precision estimator of the offspring mean in branching processes ⋮ Binomial thinning models for integer time series ⋮ Smoothing non-Gaussian time series with autoregressive structure. ⋮ A Note on Estimation of Parameters for Branching Processes with Immigration ⋮ Goodness-of-fit for a branching process with immigration using sample partial autocorrelations ⋮ Tests based on sample partial autocorrelations ⋮ Score statistics for testing serial dependence in count data ⋮ Practical estimation from the sum of ar(1) processes ⋮ Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model ⋮ Estimation in conditional first order autoregression with discrete support

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