B-Regularity of a homogeneous Markov chain
β Scribed by P. Gudynas
- Publisher
- Springer
- Year
- 1983
- Tongue
- English
- Weight
- 724 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0363-1672
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π SIMILAR VOLUMES
The test we develop expresses the null hypothesis in terms of proximity of the distribution of a Markov chain (yt) to the subspace ~ of homogeneous Markov chains. The distance we use is the Kullback distance which turns out to be conceptually appropriate. Departure from the point null hypothesis all
In this paper we consider a population where the state of each individual follows a Markov chain. If the population is recorded for a very few periods only, it is still possible to estimate the transition matrix and to make projections into the far future. These forecasts are sensible if the chains