scientific article; zbMATH DE number 1097778

MaRDI QIDQ4372937zbMATH OpenFDO

Authors A. Scagni

Publication date 20 September 1998

zbMATH Keywords

goodness-of-fit testsMarkov chainWald-type test

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02)

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Cited in

(13)

• Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
• Conditional exact tests for Markovianity and reversibility in multiple categorical sequences
• A stationarity test on Markov chain models based on marginal distribution
• Exact significance test for Markov order
• Hypothesis testing for Markovian models with random time observations
• Exact goodness-of-fit tests for Markov chains
• Monotone graphical multivariate Markov chains
• Testing a markov chain for independence
• Development of Specific hypothesis tests for estimated markov chains
• Testing for markov process vs semi-markov process
• Likelihood ratio test for testing order of continuous time finite markov chains
• scientific article; zbMATH DE number 4030764 (Why is no real title available?)
• Csiszar's \(\varphi\)-divergence for testing the order in a Markov chain.

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