Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation

Baris Tan and Kamil Yilmaz ()

European Journal of Operational Research, 2002, vol. 137, issue 3, 524-543

Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0377-2217(01)00081-9
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation (1999)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:137:y:2002:i:3:p:524-543

Access Statistics for this article

European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

More articles in European Journal of Operational Research from Elsevier
Bibliographic data for series maintained by Catherine Liu ().