Runs in superpositions of renewal processes with applications to discrimination

DOI10.1016/j.cam.2005.02.017zbMath1080.60044OpenAlexW2003294503MaRDI QIDQ2571233

Gerold Alsmeyer, Albrecht Irle

Publication date: 1 November 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.02.017

zbMATH Keywords

run test

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Asymptotic properties of parametric tests (62F05)

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Cites Work

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