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

DOI10.1007/S003620100061MaRDI QIDQ5956465zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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• A TEST FOR MARKOFF CHAINS
• Asymptotic distribution of the log-likelihood function for stochastic processes
• Asymptotic divergence of estimates of discrete distributions
• Divergence statistics: sampling properties and multinomial goodness of fit and divergence tests
• Goodness-of-fit statistics for discrete multivariate data
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• Statistical Inference about 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
• Exact significance test for Markov order

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