Testing stationary distributions of Markov chains based on Rao's divergence

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 es...

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Detalles Bibliográficos
Autor: Pardo Llorente, María del Carmen
Tipo de recurso: artículo
Fecha de publicación:1999
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/57824
Acceso en línea:https://hdl.handle.net/20.500.14352/57824
Access Level:acceso abierto
Palabra clave:519.22
Markov chain
Rao's divergence
Minimum Rφ-divergence estimate
Goodness-of-fit tests
Rφ-statistic.
Estadística matemática (Matemáticas)
1209 Estadística
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oai_identifier_str oai:docta.ucm.es:20.500.14352/57824
network_acronym_str ES
network_name_str España
repository_id_str
spelling Testing stationary distributions of Markov chains based on Rao's divergencePardo Llorente, María del Carmen519.22Markov chainRao's divergenceMinimum Rφ-divergence estimateGoodness-of-fit testsRφ-statistic.Estadística matemática (Matemáticas)1209 EstadísticaStatistical 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.Pergamon-Elsevier Science LtdUniversidad Complutense de Madrid19991999-01-0119991999-01-01journal articlehttp://purl.org/coar/resource_type/c_6501info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/20.500.14352/57824reponame:Docta Complutenseinstname:Universidad Complutense de Madrid (UCM)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:docta.ucm.es:20.500.14352/578242026-06-02T12:44:21Z
dc.title.none.fl_str_mv Testing stationary distributions of Markov chains based on Rao's divergence
title Testing stationary distributions of Markov chains based on Rao's divergence
spellingShingle Testing stationary distributions of Markov chains based on Rao's divergence
Pardo Llorente, María del Carmen
519.22
Markov chain
Rao's divergence
Minimum Rφ-divergence estimate
Goodness-of-fit tests
Rφ-statistic.
Estadística matemática (Matemáticas)
1209 Estadística
title_short Testing stationary distributions of Markov chains based on Rao's divergence
title_full Testing stationary distributions of Markov chains based on Rao's divergence
title_fullStr Testing stationary distributions of Markov chains based on Rao's divergence
title_full_unstemmed Testing stationary distributions of Markov chains based on Rao's divergence
title_sort Testing stationary distributions of Markov chains based on Rao's divergence
dc.creator.none.fl_str_mv Pardo Llorente, María del Carmen
author Pardo Llorente, María del Carmen
author_facet Pardo Llorente, María del Carmen
author_role author
dc.contributor.none.fl_str_mv Universidad Complutense de Madrid
dc.subject.none.fl_str_mv 519.22
Markov chain
Rao's divergence
Minimum Rφ-divergence estimate
Goodness-of-fit tests
Rφ-statistic.
Estadística matemática (Matemáticas)
1209 Estadística
topic 519.22
Markov chain
Rao's divergence
Minimum Rφ-divergence estimate
Goodness-of-fit tests
Rφ-statistic.
Estadística matemática (Matemáticas)
1209 Estadística
description 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.
publishDate 1999
dc.date.none.fl_str_mv 1999
1999-01-01
1999
1999-01-01
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/20.500.14352/57824
url https://hdl.handle.net/20.500.14352/57824
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Pergamon-Elsevier Science Ltd
publisher.none.fl_str_mv Pergamon-Elsevier Science Ltd
dc.source.none.fl_str_mv reponame:Docta Complutense
instname:Universidad Complutense de Madrid (UCM)
instname_str Universidad Complutense de Madrid (UCM)
reponame_str Docta Complutense
collection Docta Complutense
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1869422747076001792
score 15,300724

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