INDEPENDENCE OF PARTIAL AUTOCORRELATIONS FOR A CLASSICAL IMMIGRATION BRANCHING-PROCESS

[摘要] 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.

[发布日期] 1991-04-01

[关键词] AUTOREGRESSION;SAMPLE PARTIAL AUTOCORRELATION;QUENOUILLE TEST;SUBCRITICAL;GALTON-WATSON;RESIDUAL AUTOCORRELATION