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

zbMATH Open0861.60078MaRDI QIDQ1920102FDOQ1920102

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)

Cited In (2)

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• On the Asymptotic Distribution of the "PSI-Squared" Goodness of Fit Criteria for Markov Chains and Markov Sequences

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