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

DOI10.1016/S0893-9659(98)00122-0zbMath0957.62070OpenAlexW2039054803MaRDI QIDQ1809012

María del Carmen Pardo

Publication date: 25 November 1999

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(98)00122-0

zbMATH Keywords

Markov chainsgoodness-of-fit testsRao's divergence

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

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