Testing hypothesis on transition distributions of a Markov sequence

DOI10.1016/J.JSPI.2021.02.009MaRDI QIDQ2242845zbMATH OpenOpenAlexFDO

Authors Estáte V. Khmaladze

Publication date 10 November 2021

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2021.02.009

zbMATH Keywords

\(g\)-projected Markov chainsdistribution-free testsempirical process for Markov sequencesfunction-parametric empirical processparametric hypothesisunitary operators

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

Recommendations

• scientific article; zbMATH DE number 1759619
• Hypothesis testing for Markovian models with random time observations
• Hypothesis testing for Markov chain Monte Carlo
• scientific article; zbMATH DE number 2086650
• Testing homogeneity over time of a parameter of a markov sequence
• Limit theorems and testing hypotheses on Markov chains
• Nonparametric tests for transition probabilities in nonhomogeneous Markov processes
• Repeated likelihood ratio tests for transition probabilities of finite markov chains

Cites work

• Asymptotic distinction of counting processes
• Asymptotic optimal inference for non-ergodic models
• Asymptotic Statistics
• Efficiency of empirical estimators for Markov chains
• Empirical Processes with Applications to Statistics
• Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach
• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• scientific article; zbMATH DE number 4078500 (Why is no real title available?)
• scientific article; zbMATH DE number 3711099 (Why is no real title available?)
• scientific article; zbMATH DE number 1432782 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Martingale Approach in the Theory of Goodness-of-Fit Tests
• Note on distribution free testing for discrete distributions
• On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes
• Remarks on estimation problem for stationary processes in continuous time
• Reversible Markov chains and optimality of symmetrized empirical estimators
• Statistical inference for ergodic diffusion processes.
• Statistical Methods in Markov Chains

Cited in

(3)

• Testing for markov process vs semi-markov process
• Testing homogeneity over time of a parameter of a markov sequence
• scientific article; zbMATH DE number 1869949 (Why is no real title available?)

This page was built for publication: Testing hypothesis on transition distributions of a Markov sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2242845)