RT Journal Article
T1 Statistical inference for finite Markov chains based on divergences
A1 Menéndez Calleja, María Luisa
A1 Morales González, Domingo
A1 Pardo Llorente, Leandro
A1 Zografos, Konstantinos
AB We consider statistical data forming sequences of states of stationary finite irreducible Markov chains, and draw statistical inference about the transition matrix. The inference consists in estimation of parameters of transition probabilities and testing simple and composite hypotheses about them. The inference is based on statistics which are suitable weighted sums of normed phi-divergences of theoretical row distributions, evaluated at suitable points, and observed empirical row distributions. The asymptotic distribution of minimum phi-divergence estimators is obtained, as well as critical values of asymptotically alpha-level tests.
PB Elsevier Science Bv.
SN 0167-7152
YR 1999
FD 1999-06-01
LK https://hdl.handle.net/20.500.14352/57871
UL https://hdl.handle.net/20.500.14352/57871
LA eng
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NO DGCYT
DS Docta Complutense
RD 7 may 2024