RT Journal Article
T1 Goodness-of-fit tests for stationary distributions of Markov chains based on Rao's divergence
A1 Pardo Llorente, María del Carmen
AB Goodness-of-fit tests based on Rao's divergence between observed and theoretical frequencies for stationary distributions of Markov chains are considered. The asymptotic distribution of these tests under uniform hypothesis is obtained. A power comparison of the proposed tests is carried out in the case of binary Markov data.
PB Elsevier Science Inc
SN 0020-0255
YR 1998
FD 1998-03
LK https://hdl.handle.net/20.500.14352/57829
UL https://hdl.handle.net/20.500.14352/57829
LA eng
NO This work was supported by grant DGICYT PB96-0635
NO DGICYT
DS Docta Complutense
RD 8 jun 2025