Tests of Markov Order and Homogeneity in a Markov Chain
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References listed on IDEAS
- 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.
- J. P. Hughes & P Guttorp & S. P. Charles, 1999. "A non-homogeneous hidden Markov model for precipitation occurrence," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 48(1), pages 15-30.
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- 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.
More about this item
KeywordsLikelihood ratio; Test power; Bias of tests;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-07 (All new papers)
- NEP-ECM-2011-11-07 (Econometrics)
- NEP-ORE-2011-11-07 (Operations Research)
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