Test de différence de contrastes et somme pondérée de khi‐deux

DOI10.2307/3315694zbMath0846.62019OpenAlexW2107074681MaRDI QIDQ4883624

Xavier Guyon, Samuel Bayomog, Cécile Hardouin, Jian-feng Yao

Publication date: 12 September 1996

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315694

zbMATH Keywords

consistencyasymptotic normalitytime seriespowercodinglikelihood-ratio testnonhomogeneous Markov chainMarkov fieldconditional pseudolikelihoodcontrast difference testlikelihood contrastminimum-contrast estimationweighted sum of independent chi-square variablesWhittle's contrast

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Markov Chain Markov Field dynamics: Models and statistics ⋮ Markow chain markov field dynamics:models and statistics ⋮ Asymptotic Results for the MPL Estimators of the Contact Process of Orderp

Cites Work

• Unnamed Item
• \(L_\infty\)-bound for asymptotic normality of weakly dependent summands using Stein's result
• On the central limit theorem for stationary mixing random fields
• Time series: theory and methods.
• Gibbs measures and phase transitions
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

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