Inference for a binary lattice Markov process

S. Y. Hwang and I. V. Basawa

Statistics & Probability Letters, 1999, vol. 43, issue 1, 75-85

Abstract: Problems of inference for a binary Markov process defined on a two-dimensional lattice are discussed. A test of independence is derived via the Rao score statistic. Generalized least-squares and maximum likelihood estimators are derived and their asymptotic properties are established. Results on asymptotic inference based on several independent realizations of the process are also discussed.

Keywords: Lattice; processes; Markov; random; fields; Asymptotic; inference; Generalized; least; squares; Maximum; likelihood; Local; asymptotic; normality (search for similar items in EconPapers)
Date: 1999
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