Asymptotic analysis of distributions of chi-square type statistics for Markov chains

MaRDI QIDQ1920102zbMATHFDO

Authors T. A. Azlarov, D. Byambazhav

Publication date 26 August 1996

Published in Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimateschi-square statisticschi-square testsergodic homogeneous Markov chain

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15)

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• On some \(\chi^2\)-type statistics functionally depending on estimators of unknown parameters
• On the Asymptotic Distribution of the "PSI-Squared" Goodness of Fit Criteria for Markov Chains and Markov Sequences
• On two statistics of chi-square type based on frequencies of tuples of states of a high-order Markov chain

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