RT Journal Article
T1 Testing stationary distributions of Markov chains based on Rao's divergence
A1 Pardo Llorente, María del Carmen
AB 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.
PB Pergamon-Elsevier Science Ltd
SN 0893-9659
YR 1999
FD 1999-01
LK https://hdl.handle.net/20.500.14352/57824
UL https://hdl.handle.net/20.500.14352/57824
LA eng
NO This work was supported by Grants DGICYT PB96-0635 and PR156/97-7159.
NO DGICYT
DS Docta Complutense
RD 9 jun 2025