Statistical Inference Regarding Markov Chain Models

Christopher Chatfield

Journal of the Royal Statistical Society Series C, 1973, vol. 22, issue 1, 7-20

Abstract: The paper reviews different techniques for examining sequential dependencies in a series of observations each of which can have c possible outcomes. The relationship between the likelihood ratio test and information theory is described. The paper also considers how the techniques need to be modified in situations where two successive outcomes are always different.

Date: 1973
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