Testing homogeneity over time of a parameter of a markov sequence

DOI10.1080/03610929708831918zbMath0898.62103OpenAlexW2114823599MaRDI QIDQ4337318

T. V. Ramanathan, M. B. Rajarshi

Publication date: 14 October 1998

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

Full work available at URL: https://doi.org/10.1080/03610929708831918

zbMATH Keywords

score testspurely random environmentsstochastic parameter models

Mathematics Subject Classification ID

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

Related Items

Dynamic Copula-Based Markov Time Series, Semiparametric score test for varying copula parameter in Markov time series, Detecting change-points in Markov chains

Cites Work

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• Theory of partial likelihood
• Random coefficient autoregressive models: an introduction
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• A locally most powerful test for homogeneity with many strata
• Maximum Likelihood Estimation of Misspecified Models