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

zbMATH Open0861.60078MaRDI QIDQ1920102FDOQ1920102

Authors: T. A. Azlarov, D. Byambazhav 

Publication date: 26 August 1996

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

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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 (9)

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• Asymptotic distribution of the coefficient of cross-association based on a simple Markov-chain model
• On the Asymptotic Distribution of the "PSI-Squared" Goodness of Fit Criteria for Markov Chains and Markov Sequences
• Title not available (Why is that?)
• On some \(\chi^2\)-type statistics functionally depending on estimators of unknown parameters
• On two statistics of chi-square type based on frequencies of tuples of states of a high-order Markov chain
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