Pages that link to "Item:Q2360930"
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The following pages link to A stationarity test on Markov chain models based on marginal distribution (Q2360930):
Displaying 11 items.
- Hypothesis testing for Markovian models with random time observations (Q254927) (← links)
- Chain dependence and stationarity test for transition probabilities of Markov chain under logistic regression model (Q873867) (← links)
- Bayesian test of homogeneity for Markov chains (Q1359741) (← links)
- Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation (Q1600863) (← links)
- Testing stationary distributions of Markov chains based on Rao's divergence (Q1809012) (← links)
- A weighted \(\chi^2\) test to detect the presence of a major change point in non-stationary Markov chains (Q2220313) (← links)
- A likelihood ratio test for stationarity of rating transitions (Q2630206) (← links)
- Testing a markov chain for independence (Q3474134) (← links)
- (Q3739986) (← links)
- Assessing significance in a Markov chain without mixing (Q4646117) (← links)
- Goodness of fit test for higher order binary Markov chain models (Q5193221) (← links)