Testing lumpability in Markov chains.

DOI10.1016/S0167-7152(03)00126-3MaRDI QIDQ1423146zbMATH OpenFDO

Authors Robert W. Jernigan, Robert H. Baran

Publication date 14 February 2004

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Markov chainTime seriesChi-squared testsGeyser dataLumpability

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)

Recommendations

• Testing lumpability for marginal discrete hidden Markov models
• scientific article; zbMATH DE number 279297
• scientific article; zbMATH DE number 4060467
• Exact and ordinary lumpability in finite Markov chains
• Lumpability for non-irreducible finite markov chains

Cites work

• scientific article; zbMATH DE number 48904 (Why is no real title available?)
• A Look at Some Data on the Old Faithful Geyser
• A TEST FOR MARKOFF CHAINS
• An Approximate Test of Markov Chain Lumpability
• Finite Continuous Time Markov Chains
• Improved estimators for constrained Markov chain models
• On Some Criteria for Estimating the Order of a Markov Chain
• On weak lumpability of a finite Markov chain
• Recurrence Times
• Statistical Inference about Markov Chains
• Testing the order of discrete Markov chains using surrogate data

Cited in

(7)

• Testing lumpability for marginal discrete hidden Markov models
• Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework
• Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains
• The evolution of aggregated Markov chains
• A Symbolic Algorithm for Optimal Markov Chain Lumping
• Geometric reduction for identity testing of reversible Markov chains
• Bounding the lumping error in Markov chain dynamics

This page was built for publication: Testing lumpability in Markov chains.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1423146)