A stationarity test on Markov chain models based on marginal distribution

DOI10.1016/j.stamet.2012.10.001zbMath1365.62327OpenAlexW2051369642MaRDI QIDQ2360930

Mahboobeh Zangeneh Sirdari, M. Ataharul Islam, Norhashidah Awang

Publication date: 29 June 2017

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2012.10.001

zbMATH Keywords

Markov chainmarginal distributionstationary test

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02)

Related Items (1)

Goodness of fit test for higher order binary Markov chain models

Cites Work

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