no. 3-4
Statistics/Probability Theory
Goodness-of-fit test for homogeneous Markov processes
[Test dʼajustement pour les processus homogènes de Markov]

Présenté par : Paul Deheuvels

Bagdonavičius, Vilijandas1 ; Nikulin, Mikhail2
1 University of Vilnius, 24, Naugarduko, Vilnius, Lithuania
2 Université Victor-Segalen, Bordeaux-1, 351, cours de la Libération, 33405 Talence cedex, France
Comptes Rendus. Mathématique, Tome 351 (2013) no. 3-4, pp. 149-154.

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.

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.

Reçu le :
Accepté le :
Publié le :
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, Tome 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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