Nonexistence of complete sufficient statistics for stationary k-state Markov chains, \(k\geq 3\)

DOI10.1007/BF02480314zbMath0458.62074MaRDI QIDQ1151705

A. Larry Wright

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Markov chainsnonexistence of complete sufficient statistics

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Sufficient statistics and fields (62B05)

Related Items (1)

When transition count for a Markov chain is a complete sufficient statistic

Cites Work

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• Statistical Methods in Markov Chains
• Admissible Run-Contingency Type Tests for Independence and Markov Dependence
• On tests for Markov dependence

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