Testing a markov chain for independence

DOI10.1080/03610928908830143zbMath0696.62343OpenAlexW2023531673MaRDI QIDQ3474134

David John Scott, Dongqian Wang

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830143

zbMATH Keywords

asymptotic distributionsimulationpowerMarkov chainchi-square testbootstrap test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: hypothesis testing (62M02)

Related Items (2)

The eigenvalues of the empirical transition matrix of a Markov chain ⋮ Note on testing a three state markov chain for independence

Uses Software

• IMSL Numerical Libraries

Cites Work

• The Frequency Count of a Markov Chain and the Transition to Continuous Time
• Statistical Methods in Markov Chains
• Unnamed Item

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