The sequential chi-square test based on s-tuples of states of a Markov chain

DOI10.1515/DMA.1997.7.5.523MaRDI QIDQ4522729zbMATH OpenOpenAlexFDO

Authors Boris I. Selivanov, V. P. Chistyakov

Publication date 10 May 2001

Published in Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/dma.1997.7.5.523

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential statistical analysis (62L10)

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Cited in

(2)

• Some characteristics of dependencies in discrete random sequences
• On two statistics of chi-square type based on frequencies of tuples of states of a high-order Markov chain

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