Goodness-of-fit tests for parametric nonhomogeneous Markov processes
Langue
en
Article de revue
Ce document a été publié dans
Metrika. 2014, vol. 77, n° 1, p. 185-209
Springer Verlag
Résumé en anglais
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.
Mots clés en anglais
Chi-squared tests
Goodness-of-fit
Homogeneous Markov process
Nonhomogeneous Markov process
Poisson process
Redundant system