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B0616
Title: A test of homogeneity for age-dependent branching processes with immigration Authors:  Ollivier Hyrien - University of Rochester (United States) [presenting]
Nikolay Yanev - Bulgarian Academy of Sciences (Bulgaria)
Abstract: A novel procedure is presented to test whether the immigration process of an age-dependent branching process with immigration is time-homogeneous. The construction of the test is motivated by the behavior of the coefficient of variation of the population size. When immigration is time-homogeneous, we find that the coefficient of variation converges to a constant, whereas when immigration is time-inhomogeneous we find that it is time-dependent, at least transiently. Thus, we test the assumption that the immigration process is time-homogeneous by verifying that the sample coefficient of variation does not vary signicantly over time. The test is simple to implement and does not require specication or fitting any branching process to the data. Simulations and an application to real data are presented to illustrate the approach.