Exact Goodness‐of‐Fit Tests for Markov Chains

DOI10.1111/biom.12009zbMath1274.62720OpenAlexW2126953550WikidataQ46385402 ScholiaQ46385402MaRDI QIDQ2846457

Julian Besag, Debashis Mondal

Publication date: 5 September 2013

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.12009

zbMATH Keywords

Monte Carlo methodsmolecular dynamics simulationsconditional teststime reversibilitybinary time seriesEulerian walksexact \(p\)-values

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (4)

Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models ⋮ Rank tests from partially ordered data using importance and MCMC sampling methods ⋮ Structured priors for sparse probability vectors with application to model selection in Markov chains ⋮ Constrained Markov order surrogates

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