Nonexistence of complete sufficient statistics for stationary k-state Markov chains, \(k\geq 3\)

DOI10.1007/BF02480314zbMath0458.62074MaRDI QIDQ1151705

A. Larry Wright

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov chains; nonexistence of complete sufficient statistics

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M05: Markov processes: estimation; hidden Markov models

62B05: Sufficient statistics and fields

Related Items

When transition count for a Markov chain is a complete sufficient statistic

Cites Work

• Statistical Methods in Markov Chains
• Admissible Run-Contingency Type Tests for Independence and Markov Dependence
• On tests for Markov dependence
• Unnamed Item
• Unnamed Item