Statistics/Probability Theory
Goodness-of-fit test for homogeneous Markov processes
Comptes Rendus. Mathématique, Volume 351 (2013) no. 3-4, pp. 149-154.

We give chi-squared goodness-of-fit tests for homogeneous Markov processes with unknown transition intensities or with transition intensities of known form depending on a finite-dimensional parameter.

On propose des tests dʼajustement du type chi deux de lʼhypothèse selon laquelle un processus stochastique dʼespace dʼétats fini est un processus de Markov homogène, dont les intensités de transition sont, ou inconnues, ou des fonctions spécifiées dʼun paramètre de dimension finie.

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2013.01.014
Bagdonavičius, Vilijandas 1; Nikulin, Mikhail 2

1 University of Vilnius, 24, Naugarduko, Vilnius, Lithuania
2 Université Victor-Segalen, Bordeaux-1, 351, cours de la Libération, 33405 Talence cedex, France
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Bagdonavičius, Vilijandas; Nikulin, Mikhail. Goodness-of-fit test for homogeneous Markov processes. Comptes Rendus. Mathématique, Volume 351 (2013) no. 3-4, pp. 149-154. doi : 10.1016/j.crma.2013.01.014. http://www.numdam.org/articles/10.1016/j.crma.2013.01.014/

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