Testing stationary distributions of Markov chains based on Rao's divergence
| dc.contributor.author | Pardo Llorente, María del Carmen | |
| dc.date.accessioned | 2023-06-20T17:08:10Z | |
| dc.date.available | 2023-06-20T17:08:10Z | |
| dc.date.issued | 1999-01 | |
| dc.description | This work was supported by Grants DGICYT PB96-0635 and PR156/97-7159. | |
| dc.description.abstract | Statistical inference problems such as the estimation of parameters and testing composite hypothesis about stationary distributions in the set of states of Markov chains are solved. Both, the estimator and the statistic proposed are based on Rao's divergence. The asymptotic properties of the estimator and the critical values of asymptotically γ-level tests are obtained. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.sponsorship | DGICYT | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/17811 | |
| dc.identifier.doi | 10.1016/S0893-9659(98)00122-0 | |
| dc.identifier.issn | 0893-9659 | |
| dc.identifier.officialurl | http://www.sciencedirect.com/science/article/pii/S0893965998001220 | |
| dc.identifier.relatedurl | http://www.sciencedirect.com/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/57824 | |
| dc.issue.number | 1 | |
| dc.journal.title | Applied Mathematics Letters | |
| dc.language.iso | eng | |
| dc.page.final | 36 | |
| dc.page.initial | 31 | |
| dc.publisher | Pergamon-Elsevier Science Ltd | |
| dc.relation.projectID | PB96-0635 | |
| dc.relation.projectID | PR156/97-7159 | |
| dc.rights.accessRights | open access | |
| dc.subject.cdu | 519.22 | |
| dc.subject.keyword | Markov chain | |
| dc.subject.keyword | Rao's divergence | |
| dc.subject.keyword | Minimum Rφ-divergence estimate | |
| dc.subject.keyword | Goodness-of-fit tests | |
| dc.subject.keyword | Rφ-statistic. | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Testing stationary distributions of Markov chains based on Rao's divergence | |
| dc.type | journal article | |
| dc.volume.number | 12 | |
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| dspace.entity.type | Publication |
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