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Hypothesis tests for Markov process models estimated from aggregate frequency data

Kelton, W. David.
Kelton, Christina M. L. (Christina Marie Latter)

Publication date

January 1984

DOI

10.1080/01621459.1984.10477112

ISSN

0162-1459

Citation count (estimate)

16

Abstract

http://deepblue.lib.umich.edu/bitstream/2027.42/5940/5/bam4573.0001.001.pdfhttp://deepblue.lib.umich.edu/bitstream/2027.42/5940/4/bam4573.0001.001.tx

Extracted data

Related items

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Kelton, W. David.

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http://deepblue.lib.umich.edu/bitstream/2027.42/5935/5/bam4576.0001.001.pdfhttp://deepblue.lib.umich...

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Kelton, W. David.

January 1985

http://deepblue.lib.umich.edu/bitstream/2027.42/5934/5/bam4125.0001.001.pdfhttp://deepblue.lib.umich...

Inference about stationary distributions of Markov chains based on divergences with observed frequencies

Menéndez, María Luisa
Morales, Domingo
Pardo, Leandro
Vajda, Igor

January 1999

summary:For data generated by stationary Markov chains there are considered estimates of chain param...

Goodness-of-fit tests for parametric nonhomogeneous Markov processes

NIKULIN, Mikhail
BAGDONAVICIUS, V.
BAGDONAVICIUS, Vilijandas

January 2014

Tests for parametric nonhomogeneous and homogeneous Markov processes are given. Asymptotic distribut...

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May 2016

Markov chains, discovered over one hundred years ago by Andrey Markov in an\ud attempt to analyze th...

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Peter C. B. Phillips
Serena Ng
Andrew J. Pattton
Brendan K. Beare
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I propose a new non-parametric testing procedure to determine whether or not an underlying continuou...

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SIGLEAvailable from TIB Hannover: RO 2708(486) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...

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Dufour, J.
Torres, O.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(99/468) / BLDSC - British Li...

Parameter estimation and model testing for Markov processes via conditional characteristic functions

Chen, Song X.
Peng, Liang
Yu, Cindy L.

January 2013

Markov processes are used in a wide range of disciplines, including finance. The transition densitie...

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Marnet, Volker

January 1990

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...