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Goodness-of-fit tests for parametric nonhomogeneous Markov processes

hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorNIKULIN, Mikhail
dc.contributor.authorBAGDONAVICIUS, V.
hal.structure.identifierDepartment of Mathematics and Informatics [Vilnius]
dc.contributor.authorBAGDONAVICIUS, Vilijandas
dc.date.created2014
dc.date.issued2014
dc.identifier.issn0026-1335
dc.description.abstractEnTests 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.
dc.language.isoen
dc.publisherSpringer Verlag
dc.subject.enChi-squared tests
dc.subject.enGoodness-of-fit
dc.subject.enHomogeneous Markov process
dc.subject.enNonhomogeneous Markov process
dc.subject.enPoisson process
dc.subject.enRedundant system
dc.title.enGoodness-of-fit tests for parametric nonhomogeneous Markov processes
dc.typeArticle de revue
dc.identifier.doi10.1007/s00184-013-0477-1
dc.subject.halMathématiques [math]/Statistiques [math.ST]
dc.subject.halStatistiques [stat]/Théorie [stat.TH]
bordeaux.journalMetrika
bordeaux.page185-209
bordeaux.volume77
bordeaux.issue1
bordeaux.peerReviewedoui
hal.identifierhal-00992280
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00992280v1
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