INDEPENDENCE OF PARTIAL AUTOCORRELATIONS FOR A CLASSICAL IMMIGRATION BRANCHING-PROCESS

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:37

Article

MILLS, TM ; SENETA, E

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

DOI  :  10.1016/0304-4149(91)90047-G

来源: Elsevier

【 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.

【 授权许可】

Free