Inference about stationary distributions of Markov chains based on divergences with observed frequencies
Kybernetika, Tome 35 (1999) no. 3, p. [265].

Voir la notice de l'article dans Czech Digital Mathematics Library

For data generated by stationary Markov chains there are considered estimates of chain parameters minimizing $\phi $–divergences between theoretical and empirical distributions of states. Consistency and asymptotic normality are established and the asymptotic covariance matrices are evaluated. Testing of hypotheses about the stationary distributions based on $\phi $–divergences between the estimated and empirical distributions is considered as well. Asymptotic distributions of $\phi $–divergence test statistics are found, enabling to specify asymptotically $\alpha $-level tests.
Classification : 62E20, 62M02, 62M05
Mots-clés : $\phi$-divergence; empirical distributions; parameter estimation; hypotheses testing 
@article{KYB_1999__35_3_a0,
     author = {Men\'endez, Mar{\'\i}a Luisa and Morales, Domingo and Pardo, Leandro and Vajda, Igor},
     title = {Inference about stationary distributions of {Markov} chains based on divergences with observed frequencies},
     journal = {Kybernetika},
     pages = {[265]},
     publisher = {mathdoc},
     volume = {35},
     number = {3},
     year = {1999},
     mrnumber = {1704667},
     zbl = {1274.62548},
     language = {en},
     url = {https://geodesic-test.mathdoc.fr/item/KYB_1999__35_3_a0/}
}
TY  - JOUR
AU  - Menéndez, María Luisa
AU  - Morales, Domingo
AU  - Pardo, Leandro
AU  - Vajda, Igor
TI  - Inference about stationary distributions of Markov chains based on divergences with observed frequencies
JO  - Kybernetika
PY  - 1999
SP  - [265]
VL  - 35
IS  - 3
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/item/KYB_1999__35_3_a0/
LA  - en
ID  - KYB_1999__35_3_a0
ER  - 
%0 Journal Article
%A Menéndez, María Luisa
%A Morales, Domingo
%A Pardo, Leandro
%A Vajda, Igor
%T Inference about stationary distributions of Markov chains based on divergences with observed frequencies
%J Kybernetika
%D 1999
%P [265]
%V 35
%N 3
%I mathdoc
%U https://geodesic-test.mathdoc.fr/item/KYB_1999__35_3_a0/
%G en
%F KYB_1999__35_3_a0
Menéndez, María Luisa; Morales, Domingo; Pardo, Leandro; Vajda, Igor. Inference about stationary distributions of Markov chains based on divergences with observed frequencies. Kybernetika, Tome 35 (1999) no. 3, p. [265]. https://geodesic-test.mathdoc.fr/item/KYB_1999__35_3_a0/