Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence

DOI10.1016/S0020-0255(97)10028-7zbMath0924.62087MaRDI QIDQ1291566

María del Carmen Pardo

Publication date: 9 November 1999

Published in: Information Sciences (Search for Journal in Brave)

zbMATH Keywords

Markov chains; goodness-of-fit tests; most powerful test; Rao's divergence

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62B10: Statistical aspects of information-theoretic topics

62M02: Markov processes: hypothesis testing

Related Items

Testing stationary distributions of Markov chains based on Rao's divergence

Cites Work

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