Csiszar's -divergence for testing the order in a Markov chain.

DOI10.1007/S003620100061zbMATH Open1099.62504OpenAlexW2068031973MaRDI QIDQ5956465FDOQ5956465

Authors: M. Luisa Menendez, Julio Angel Pardo, Leandro Pardo 

Publication date: 18 March 2002

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s003620100061

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Markov processes: hypothesis testing (62M02)

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• On the applications of divergence type measures in testing statistical hypotheses
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• A TEST FOR MARKOFF CHAINS
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• On Asymptotic Behavior of Distributions of Some Statistics for Markov Chains
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Cited In (3)

• Robust parametric inference for finite Markov chains
• Testing the order of Markov dependence in DNA sequences
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