Development of Specific hypothesis tests for estimated markov chains

DOI10.1080/00949658508810856zbMath0596.62077OpenAlexW2086835704MaRDI QIDQ3729858

Christina M. L. Kelton, W. David Kelton

Publication date: 1985

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027.42/5935

zbMATH Keywords

validitypowerMarkov chaintransition probabilitiesMonte Carlo experimentsaggregate frequency dataconstant diagonal probabilities

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02)

Related Items (3)

Entry and exit in markov-process models estimated from macro data, with applications to shifts between advertising media ⋮ Unnamed Item ⋮ Statistical inference in nonstationary markov models with embedded explanatory variables

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