Testing hypothesis on transition distributions of a Markov sequence

DOI10.1016/j.jspi.2021.02.009zbMath1477.62221OpenAlexW3165070430MaRDI QIDQ2242845

Estate V. Khmaladze

Publication date: 10 November 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2021.02.009

zbMATH Keywords

unitary operatorsparametric hypothesisdistribution-free tests\(g\)-projected Markov chainsempirical process for Markov sequencesfunction-parametric empirical process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

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