On Asymptotic Behavior of Distributions of Some Statistics for Markov Chains

DOI10.1137/1137023MaRDI QIDQ4007619zbMATH OpenOpenAlexFDO

Authors T. A. Azlarov, A. A. Narkhuzhaev

Publication date 27 September 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1137023

zbMATH Keywords

Markov chains

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(2)

• Statistical inference for finite Markov chains based on divergences
• Csiszar's \(\varphi\)-divergence for testing the order in a Markov chain.

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