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

DOI10.1016/S0893-9659(98)00122-0MaRDI QIDQ1809012zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

goodness-of-fit testsMarkov chainsRao's divergence

Mathematics Subject Classification ID

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

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Cites work

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• Inference about stationary distributions of Markov chains based on divergences with observed frequencies.
• On Burbea-Rao divergence based goodness-of-fit tests for multinomial models
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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.
• scientific article; zbMATH DE number 3973993 (Why is no real title available?)

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