A Data Driven Runs Test to Identify First Order Positive Markovian Dependence

DOI10.15672/HJMS.2015559562zbMath1349.62373MaRDI QIDQ2818365

Unnamed Author, Unnamed Author

Publication date: 7 September 2016

Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

zbMATH Keywords

power of a testhypothesis of randomnessdata driven runs testMarkov-dependent Bernoulli trialsruns distributions

Mathematics Subject Classification ID

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