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A \(\chi^2\) goodness-of-fit test for Markov renewal processes

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Publication:1227428
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DOI10.1007/BF02479406zbMath0331.62064MaRDI QIDQ1227428

Dwight B. Brock, Anant M. Kshirsagar

Publication date: 1973

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



Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Markov processes: estimation; hidden Markov models (62M05)




Cites Work

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  • Estimation of the transition distributions of a Markov renewal process
  • Statistical Methods in Markov Chains
  • On the Asymptotic Distribution of the "PSI-Squared" Goodness of Fit Criteria for Markov Chains and Markov Sequences
  • Asymptotic values of the first two moments in Markov renewal processes
  • On the moments of Markov renewal processes
  • On the Matrix Renewal Function for Markov Renewal Processes
  • Markov Renewal Processes with Finitely Many States
  • Markov renewal theory
  • Some Results in Markov Renewal Processes
  • A note on the matrix renewal function
  • Markov Renewal Processes: Definitions and Preliminary Properties
  • THE GOODNESS OF FIT OF FREQUENCY DISTRIBUTIONS OBTAINED FROM STOCHASTIC PROCESSES
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