Testing lumpability in Markov chains.

DOI10.1016/S0167-7152(03)00126-3zbMath1113.62345MaRDI QIDQ1423146

Robert H. Baran, Robert W. Jernigan

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Markov chainTime seriesChi-squared testsGeyser dataLumpability

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)

Related Items (2)

Testing lumpability for marginal discrete hidden Markov models ⋮ The evolution of aggregated Markov chains

Cites Work

• Unnamed Item
• On weak lumpability of a finite Markov chain
• Testing the order of discrete Markov chains using surrogate data
• Statistical Inference about Markov Chains
• A Look at Some Data on the Old Faithful Geyser
• Finite Continuous Time Markov Chains
• On Some Criteria for Estimating the Order of a Markov Chain
• An Approximate Test of Markov Chain Lumpability
• Recurrence Times
• A TEST FOR MARKOFF CHAINS
• Improved estimators for constrained Markov chain models

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