On tests for Markov dependence

DOI10.1007/BF00534766MaRDI QIDQ4176832zbMATH OpenFDO

Authors J. L. Denny, A. Larry Wright

Publication date 1978

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00534766

zbMATH Keywords

Admissible TestsMarkov DependenceStationary Markov Chains

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Cites work

• A POWER FUNCTION FOR TESTS OF RANDOMNESS IN A SEQUENCE OF ALTERNATIVES
• Asymptotic Distributions of "Psi-Squared" Goodness of Fit Criteria for m-th Order Markov Chains
• scientific article; zbMATH DE number 3137662 (Why is no real title available?)
• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• SIMPLIFIED RUNS TESTS AND LIKELIHOOD RATIO TESTS FOR MARKOFF CHAINS
• Statistical Methods in Markov Chains

Cited in

(5)

• Nonexistence of complete sufficient statistics for stationary k-state Markov chains, k 3
• When transition count for a Markov chain is a complete sufficient statistic
• Discriminating between sequences of bernoulli and markov-bernoulli trials
• On Completeness of Random Transition Count for Markov Chains
• Cellular automaton modeling of epidemics

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