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

DOI10.1016/S0893-9659(98)00122-0zbMATH Open0957.62070OpenAlexW2039054803MaRDI QIDQ1809012FDOQ1809012

Authors: 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

Recommendations

• Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence
• Inference about stationary distributions of Markov chains based on divergences with observed frequencies.
• Statistical inference for finite Markov chains based on divergences
• A stationarity test on Markov chain models based on marginal distribution

zbMATH Keywords

goodness-of-fit testsMarkov chainsRao's divergence

Mathematics Subject Classification ID

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

Cites Work

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• Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence
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• Inference about stationary distributions of Markov chains based on divergences with observed frequencies.

Cited In (3)

• Csiszar's \(\varphi\)-divergence for testing the order in a Markov chain.
• Inference about stationary distributions of Markov chains based on divergences with observed frequencies.
• Title not available (Why is that?)

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