Hypothesis testing for Markovian models with random time observations

DOI10.1016/j.jspi.2015.12.009zbMath1332.62276arXiv1505.06101OpenAlexW346711950MaRDI QIDQ254927

Flavia Barsotti, Anne Philippe, Paul Rochet

Publication date: 8 March 2016

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

Full work available at URL: https://arxiv.org/abs/1505.06101

zbMATH Keywords

Markov chainrandom samplingasymptotic tests of statistical hypotheses

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02)

Related Items (3)

Relations between connected and self-avoiding hikes in labelled complete digraphs ⋮ An algorithm for simulation in mixed models with crossed factors considering the sample sizes as random ⋮ On some statistical models with a random number of observations

Uses Software

• AS 155

Cites Work

• Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
• Estimating the transition matrix of a Markov chain observed at random times
• Statistical Inference about Markov Chains
• Imbedded Markov Chain Analysis of a Waiting-Line Process in Continuous Time
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Stochastic Modeling of Scientific Data
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Unnamed Item

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