Independence of partial autocorrelations for a classical immigration branching process

T. M. Mills and E. Seneta

Stochastic Processes and their Applications, 1991, vol. 37, issue 2, 275-279

Abstract: 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.

Keywords: autoregression; sample; partial; autocorrelation; Quenouille's; test; subcritical; Galton-Watson; residual; autocorrelation (search for similar items in EconPapers)
Date: 1991
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