Testing homogeneity over time of a parameter of a markov sequence

DOI10.1080/03610929708831918MaRDI QIDQ4337318zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

score testspurely random environmentsstochastic parameter models

Mathematics Subject Classification ID

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

Recommendations

• Testing for the Constancy of Parameters Over Time
• Tests For Constancy Of Model Parameters Over Time
• Testing hypothesis on transition distributions of a Markov sequence
• Large-sample tests of homogeneity for time series models
• Bayesian test of homogeneity for Markov chains

Cites work

• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 48305 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• A locally most powerful test for homogeneity with many strata
• Maximum Likelihood Estimation of Misspecified Models
• On a Simple Test for Neglected Heterogeneity in Panel Studies
• Random coefficient autoregressive models: an introduction
• Theory of partial likelihood

Cited in

(6)

• scientific article; zbMATH DE number 4131509 (Why is no real title available?)
• Dynamic Copula-Based Markov Time Series
• Testing hypothesis on transition distributions of a Markov sequence
• Semiparametric score test for varying copula parameter in Markov time series
• Detecting change-points in Markov chains
• Testing proportions for Markov dependent Bernoulli trials

This page was built for publication: Testing homogeneity over time of a parameter of a markov sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337318)