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

MaRDI QIDQ1920102zbMATH OpenFDO

Authors T. A. Azlarov, D. Byambazhav

Publication date 26 August 1996

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

zbMATH Keywords

chi-square statisticschi-square testsergodic homogeneous Markov chainmaximum likelihood estimates

Mathematics Subject Classification ID

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

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