Independence of partial autocorrelations for a classical immigration branching process (Q1176546)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Independence of partial autocorrelations for a classical immigration branching process |
scientific article |
Statements
Independence of partial autocorrelations for a classical immigration branching process (English)
0 references
25 June 1992
0 references
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.
0 references
subcritical branching process with immigration
0 references
statistical mechanics
0 references
sample partial autocorrelations
0 references
asymptotically Gaussian
0 references
lags
0 references
goodness of fit test
0 references
AR(1) process
0 references
Bernoulli offspring distribution
0 references
Quenouille test
0 references
autoregression
0 references
Galton-Watson process
0 references
residual autocorrelation
0 references
Poisson immigration
0 references
0 references