Hypothesis testing in linear models with Markov type errors

DOI10.13548/J.SXZZ.20171010.003MaRDI QIDQ4624495zbMATH OpenFDO

Authors Hui Yan, Hongchang Hu

Publication date 22 February 2019

Full work available at URL https://doi.org/10.13548/J.SXZZ.20171010.003

zbMATH Keywords

homogeneityhypothesis testinglinear modelMarkov chainmartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Recommendations

• Nonparametric tests of the Markov hypothesis in continuous-time models
• Development of Specific hypothesis tests for estimated markov chains
• Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses
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• scientific article; zbMATH DE number 4022424

Cited in

(3)

• Bayesian test of homogeneity for Markov chains
• Specification test for Markov models with measurement errors
• scientific article; zbMATH DE number 3106663 (Why is no real title available?)

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