Goodness-of-fit for a branching process with immigration using sample partial autocorrelations

T. M. Mills, E. Seneta

Type: Article

Publication Date: 1989-10-01

Citations: 21

DOI: https://doi.org/10.1016/0304-4149(89)90072-0

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Stochastic Processes and their Applications - View

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Action	Title	Year	Authors
+	Branching processes. II	1993	Vladimir Vatutin A. M. Zubkov
+	p-order rounded integer-valued autoregressive (RINAR(p)) process	2009	Maher Kachour
+	Asymptotic behaviour of the portmanteau tests in an integer-valued AR model	2023	Jing Zhang Bo Li Xiaohui Liu Xinyue Wan
+	Independence of partial autocorrelations for a classical immigration branching process	1991	T. M. Mills E. Seneta
+	SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT	2018	David Harris Brendan McCabe
+	Coherent forecasting in integer time series models	2005	Robert C. Jung A. R. Tremayne
+	BRANCHING PROCESSES WITH IMMIGRATION AND INTEGER-VALUED TIME SERIES	1995	J.-P. Dion G Gauthier A. Latour
+	Random rounded integer-valued autoregressive conditional heteroskedastic process	2012	Tianqing Liu Xiaohui Yuan
+	Quenouille-type theorem on autocorrelations	1996	Simon Ku E. Seneta
+	Binomial thinning models for integer time series	2006	Robert C. Jung A. R. Tremayne

Works Cited by This (8)

Action	Title	Year	Authors
+	Estimation Theory for Growth and Immigration Rates in a Multiplicative Process	2010	C. C. Heyde E. Seneta
+	On Limit Theorems for Quadratic Functions of Discrete Time Series	2010	E. J. Hannan C. C. Heyde
+	On the parametrization of autoregressive models by partial autocorrelations	1973	Ole E. Barndorff‐Nielsen Geert Schou
+	A time series approach to the study of the simple subcritical Galton–Watson process with immigration	1982	Kavita Venkataraman
+	Mathematical Methods of Statistics.	1947	Paul G. Hoel J. Wolfowitz Harald Cramér
+	A Large‐Sample Test for the Goodness of Fit of Autoregressive Schemes	1947	M. H. Quenouille
+	Estimation theory for growth and immigration rates in a multiplicative process	1972	C. C. Heyde E. Seneta
+ PDF Chat	On Limit Theorems for Quadratic Functions of Discrete Time Series	1972	E. J. Hannan C. C. Heyde