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Independence of partial autocorrelations for a classical immigration branching process

It is shown that for a data set from a branching process with immigration, where the offspring distribution is Bernoulli and the immigration distribution is Poisson, the normed sample partial autocorrelations are asymptotically independent. This makes possible a goodness-of-fit test of known (Quenouille) form. The underlying process is a classical model in statistical mechanics.
Year of publication:
1991
Authors: Mills, T. M. ; Seneta, E.
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 37.1991, 2, p. 275-279
Publisher: Elsevier
Keywords: autoregression sample partial autocorrelation Quenouille's test subcritical Galton-Watson residual autocorrelation
Type of publication: Article
Source:
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008875150
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