Tests of χ2in a stationary markov process and separability of hypotheses
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Publication:3670396
DOI10.1080/02331888108801612zbMath0521.62069OpenAlexW1968666709MaRDI QIDQ3670396
Publication date: 1981
Published in: Series Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888108801612
likelihood ratio testWald testLagrange multiplier teststrictly stationary Markov processseparability of hypothesesmarginal homogeneity in contingency tablesrestricted chi square teststangent Gaussian structure
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