Testing a markov chain for independence

DOI10.1080/03610928908830143MaRDI QIDQ3474134zbMATH OpenOpenAlexFDO

Authors David J. Scott, Dongqian Wang

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830143

zbMATH Keywords

asymptotic distributionbootstrap testchi-square testMarkov chainpowersimulation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: hypothesis testing (62M02)

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Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Statistical Methods in Markov Chains
• The Frequency Count of a Markov Chain and the Transition to Continuous Time

Cited in

(5)

• Bootstrap test of hypothesis for the multi-state models in survival analysis
• Note on testing a three state markov chain for independence
• Development of Specific hypothesis tests for estimated markov chains
• scientific article; zbMATH DE number 1097778 (Why is no real title available?)
• The eigenvalues of the empirical transition matrix of a Markov chain

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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