Repeated likelihood ratio tests for transition probabilities of finite markov chains

DOI10.1080/07474949408836307zbMath0815.62055OpenAlexW1981565462MaRDI QIDQ4311938

Yeongtzay Su

Publication date: 30 November 1994

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949408836307

zbMATH Keywords

finite Markov chainstransition probabilitiesasymptotic powerexcesserror probabilityfirst-passage timesrepeated likelihood ratio testsnonlinear Markov renewal theorems

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02) Renewal theory (60K05)

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