A test for randomness of the environments in a branching process
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This paper discusses an approximate score test for testing randomness of environments in a branching process without observing the environments. Using an appropriate martingale central limit theorem the asymptotic null distribution of test statistic is shown to be normal. When the offspring distribution is Poisson, the detail derivation of asymptotic distribution of the test statistic is presented.
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- A test for randomness of the environments in a branching process
Volume 38, Issue 4 , pp 409-421
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- Random environments
- branching process
- Martingale central limit theorem
- score test
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