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A stationarity test on Markov chain models based on marginal distribution

โœ Scribed by Zangeneh Sirdari, Mahboobeh; Islam, M. Ataharul; Awang, Norhashidah

Book ID
119373772
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
219 KB
Volume
11
Category
Article
ISSN
1572-3127

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โœ M.C. Pardo ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 310 KB

Statistical inference problems such as the estimation of parameters and testing composite hypothesis about stationary distributions in the set of states of Markov chains are solved. Both, the estimator and the statistic proposed are based on Rao's divergence. The asymptotic properties of the estimat