Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
type: Item
instance of: scholarly article
title: Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
zbMATH Open document ID: 1007.90074
DOI: 10.1016/S0377-2217(01)00081-9
author: Kamil Yilmaz
author: Barış Tan
published in: European Journal of Operational Research
publication date: 2002-06-16T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1756510
zbMATH Keywords: time series
zbMATH Keywords: Markov chain
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: efficient market hypothesis
MaRDI profile type: Publication
cites work: Statistical Inference about Markov Chains
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cites work: The Behavior of Stock-Price Relatives—A Markovian Analysis
cites work: Empirical Evaluation of Some Chi-Square Tests for the Order of a Markov Chain
cites work: Brownian Motion in the Stock Market
cites work: Estimating a Markov Transition Matrix from Observational Data
full work available at URL: s0377-2217(01)00081-9
OpenAlex ID: W1976170667
description: scientific article; zbMATH DE number 1756510