IDEAS home Printed from https://ideas.repec.org/a/bla/biomet/v69y2013i2p488-496.html
   My bibliography  Save this article

Exact Goodness-of-Fit Tests for Markov Chains

Author

Listed:
  • J. Besag
  • D. Mondal

Abstract

No abstract is available for this item.

Suggested Citation

  • J. Besag & D. Mondal, 2013. "Exact Goodness-of-Fit Tests for Markov Chains," Biometrics, The International Biometric Society, vol. 69(2), pages 488-496, June.
    • Handle: RePEc:bla:biomet:v:69:y:2013:i:2:p:488-496
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/biom.12009
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. McCausland, William J., 2007. "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
    2. P. J. Avery & D. A. Henderson, 1999. "Fitting Markov chain models to discrete state series such as DNA sequences," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 48(1), pages 53-61.
    3. Christopher Chatfield, 1973. "Statistical Inference Regarding Markov Chain Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 22(1), pages 7-20, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Federico A. Bugni & Jackson Bunting & Takuya Ura, 2020. "Testing homogeneity in dynamic discrete games in finite samples," Papers 2010.02297, arXiv.org, revised May 2023.
    2. Stella C Watson & Yan Liu & Robert B Lund & Jenna R Gettings & Shila K Nordone & Christopher S McMahan & Michael J Yabsley, 2017. "A Bayesian spatio-temporal model for forecasting the prevalence of antibodies to Borrelia burgdorferi, causative agent of Lyme disease, in domestic dogs within the contiguous United States," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-22, May.
    3. Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi, 2016. "Pooling data across markets in dynamic Markov games," Quantitative Economics, Econometric Society, vol. 7(2), pages 523-559, July.
    4. Daniel F. Otero-Leon & Mariel S. Lavieri & Brian T. Denton & Jeremy Sussman & Rodney A. Hayward, 2023. "Monitoring policy in the context of preventive treatment of cardiovascular disease," Health Care Management Science, Springer, vol. 26(1), pages 93-116, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kiefer, Nicholas M. & Larson, C. Erik, 2007. "A simulation estimator for testing the time homogeneity of credit rating transitions," Journal of Empirical Finance, Elsevier, vol. 14(5), pages 818-835, December.
    2. Gregory, Allan W, 1989. "A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 107-115, January.
    3. McCausland, William J., 2007. "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, vol. 136(1), pages 303-318, January.
    4. Brian T. Pentland & Thorvald Hærem & Derek Hillison, 2011. "The (N)Ever-Changing World: Stability and Change in Organizational Routines," Organization Science, INFORMS, vol. 22(6), pages 1369-1383, December.
    5. Beare, Brendan K. & Seo, Juwon, 2014. "Time Irreversible Copula-Based Markov Models," Econometric Theory, Cambridge University Press, vol. 30(5), pages 923-960, October.
    6. repec:diw:diwfin:diwfin01050 is not listed on IDEAS
    7. Anastasios N. Arapis & Frosso S. Makri & Zaharias M. Psillakis, 2017. "Joint distribution of k-tuple statistics in zero-one sequences of Markov-dependent trials," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-13, December.
    8. MacDonald, Iain L. & Pienaar, Etienne A.D., 2021. "Fitting a reversible Markov chain by maximum likelihood: Converting an awkwardly constrained optimization problem to an unconstrained one," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 561(C).
    9. Brendan K. Beare, 2010. "Copulas and Temporal Dependence," Econometrica, Econometric Society, vol. 78(1), pages 395-410, January.
    10. Hirji, Karim F. & Johnson, Timothy D., 1999. "Exact inference on stratified two-stage Markov chain models," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 159-186, August.
    11. repec:aaa:journl:v:3:y:1999:i:1:p:87-100 is not listed on IDEAS
    12. Jonsson, Robert, 2011. "A Markov Chain Model for Analysing the Progression of Patient’s Health States," Research Reports 2011:6, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    13. Nurul Nnadiah Zakaria & Mahmod Othman & Rajalingam Sokkalingam & Hanita Daud & Lazim Abdullah & Evizal Abdul Kadir, 2019. "Markov Chain Model Development for Forecasting Air Pollution Index of Miri, Sarawak," Sustainability, MDPI, vol. 11(19), pages 1-11, September.
    14. M. L. Menéndez & L. Pardo & M. C. Pardo & K. Zografos, 2011. "Testing the Order of Markov Dependence in DNA Sequences," Methodology and Computing in Applied Probability, Springer, vol. 13(1), pages 59-74, March.
    15. Varin, Cristiano & Vidoni, Paolo, 2006. "Pairwise likelihood inference for ordinal categorical time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2365-2373, December.
    16. Yong Chen & Jianmin Chen, 2011. "On the Imbedding Problem for Three-State Time Homogeneous Markov Chains with Coinciding Negative Eigenvalues," Journal of Theoretical Probability, Springer, vol. 24(4), pages 928-938, December.
    17. Davide Di Cecco, 2012. "Conditional exact tests for Markovianity and reversibility in multiple categorical sequences," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 170-187, March.
    18. Jonsson, Robert, 2011. "Tests of Markov Order and Homogeneity in a Markov Chain," Research Reports 2011:7, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
    19. Gongyu Chen & Chris Higson & Sean Holly & Ivan Petrella, 2010. "Equity Markets, Financial Integration and Competitive Convergence," Working Paper / FINESS 1.5, DIW Berlin, German Institute for Economic Research.
    20. Hal Whitehead & Ian D Jonsen, 2013. "Inferring Animal Densities from Tracking Data Using Markov Chains," PLOS ONE, Public Library of Science, vol. 8(4), pages 1-5, April.
    21. Gabadinho, Alexis & Ritschard, Gilbert, 2016. "Analyzing State Sequences with Probabilistic Suffix Trees: The PST R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 72(i03).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:69:y:2013:i:2:p:488-496. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.