A weighted \(\chi^2\) test to detect the presence of a major change point in non-stationary Markov chains

DOI10.1007/S10260-020-00510-0zbMath1458.62185OpenAlexW3003280219MaRDI QIDQ2220313

Danilo Bertoni, Giulia Ferrandi, Giacomo Aletti, Daniele Cavicchioli, Roberto Pretolani, Alessandra Micheletti

Publication date: 22 January 2021

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-020-00510-0

zbMATH Keywords

nonparametric inferenceinhomogeneous discrete-time Markov chainsweighted \(\chi^2\) test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Discrete-time Markov processes on general state spaces (60J05) Markov processes: hypothesis testing (62M02)

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Cites Work

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