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Independence of partial autocorrelations for a classical immigration branching process

Author

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  • Mills, T. M.
  • Seneta, E.

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.

Suggested Citation

  • Mills, T. M. & Seneta, E., 1991. "Independence of partial autocorrelations for a classical immigration branching process," Stochastic Processes and their Applications, Elsevier, vol. 37(2), pages 275-279, April.
    • Handle: RePEc:eee:spapps:v:37:y:1991:i:2:p:275-279
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    Cited by:

    1. Bockenholt, Ulf, 1998. "Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 317-338, November.

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