✦ LIBER ✦

Expansions of large local deviations for homogeneous Markov chains

✍ Scribed by É. Misyavichyus

Publisher: Springer
Year: 1973
Tongue: English
Weight: 172 KB
Volume: 13
Category: Article
ISSN: 0363-1672
DOI: 10.1007/bf01536823

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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