Robust parametric inference for finite Markov chains
From MaRDI portal
Publication:2125477
DOI10.1007/s11749-021-00771-1zbMath1484.62107arXiv2004.01249OpenAlexW3157433368MaRDI QIDQ2125477
Publication date: 14 April 2022
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.01249
Robustness and adaptive procedures (parametric inference) (62F35) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov processes: hypothesis testing (62M02)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Influence analysis of robust Wald-type tests
- Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
- Statistical inference for discrete time stochastic processes
- Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator
- On the Markov chain central limit theorem
- Infinitesimal robustness for autoregressive processes
- Influence functionals for time series (with discussion)
- Statistical inference for finite Markov chains based on divergences
- Minimum density power divergence estimator for Poisson autoregressive models
- On determination of the order of a Markov chain
- Minimum density power divergence estimator for diffusion processes
- Statistical inference for Markov chains with applications to credit risk
- Robust and efficient parametric estimation for censored survival data
- Statistical Inference about Markov Chains
- Statistical Methods in Markov Chains
- On Estimates of the Rate of Convergence in the Central Limit Theorem for Homogeneous Markov Chains
- Robust estimation for order of hidden Markov models based on density power divergences
- ML, PL, QL in Markov Chain Models
- On the Central Limit Theorem for Markov Chains
- Robust and efficient estimation by minimising a density power divergence
- Statistical Inference
- Csiszar's \(\varphi\)-divergence for testing the order in a Markov chain.
This page was built for publication: Robust parametric inference for finite Markov chains
