Testing homogeneity over time of a parameter of a markov sequence

DOI10.1080/03610929708831918zbMATH Open0898.62103OpenAlexW2114823599MaRDI QIDQ4337318FDOQ4337318

Authors: T. V. Ramanathan, M. B. Rajarshi 

Publication date: 14 October 1998

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

Full work available at URL: https://doi.org/10.1080/03610929708831918

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zbMATH Keywords

score testspurely random environmentsstochastic parameter models

Mathematics Subject Classification ID

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

Cites Work

• Maximum Likelihood Estimation of Misspecified Models
• Title not available (Why is that?)
• Theory of partial likelihood
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• Random coefficient autoregressive models: an introduction
• A locally most powerful test for homogeneity with many strata
• On a Simple Test for Neglected Heterogeneity in Panel Studies

Cited In (6)

• Title not available (Why is that?)
• Dynamic Copula-Based Markov Time Series
• Semiparametric score test for varying copula parameter in Markov time series
• Testing hypothesis on transition distributions of a Markov sequence
• Detecting change-points in Markov chains
• Testing proportions for Markov dependent Bernoulli trials

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