Goodness-of-fit tests for parametric nonhomogeneous Markov processes

V. Bagdonavičius () and M. Nikulin ()

Metrika: International Journal for Theoretical and Applied Statistics, 2014, vol. 77, issue 1, 185-209

Abstract: Tests for parametric nonhomogeneous and homogeneous Markov processes are given. Asymptotic distribution of test statistics is investigated. Tests for various well-known models are discussed as examples. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Chi-squared tests; Goodness-of-fit; Homogeneous Markov process; Nonhomogeneous Markov process; Poisson process; Redundant system (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00184-013-0477-1

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