Asymptotic analysis of distributions of chi-square type statistics for Markov chains

zbMATH Open0861.60078MaRDI QIDQ1920102

T. A. Azlarov, D. Byambazhav

Publication date: 26 August 1996

Published in: Siberian Advances in Mathematics (Search for Journal in Brave)

zbMATH Keywords

chi-square statisticsmaximum likelihood estimateschi-square testsergodic homogeneous Markov chain

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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