Pardo Llorente, María del Carmen2023-06-202023-06-201999-010893-965910.1016/S0893-9659(98)00122-0https://hdl.handle.net/20.500.14352/57824This work was supported by Grants DGICYT PB96-0635 and PR156/97-7159.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.engjournal articlehttp://www.sciencedirect.com/science/article/pii/S0893965998001220http://www.sciencedirect.com/open access519.22Markov chainRao's divergenceMinimum Rφ-divergence estimateGoodness-of-fit testsRφ-statistic.Estadística matemática (Matemáticas)1209 Estadística