Goodness-of-fit tests for parametric nonhomogeneous Markov processes

Tests for parametric nonhomogeneous and homogeneous Markov processes are given. Asymptotic distribution of test statistics is investigated. Tests for various well-known models are discussed as examples. Copyright Springer-Verlag Berlin Heidelberg 2014

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Year of publication:	2014
Authors:	Bagdonavičius, V. ; Nikulin, M.
Published in:	Metrika. - Springer. - Vol. 77.2014, 1, p. 185-209
Publisher:	Springer
Subject:	Chi-squared tests \| Goodness-of-fit \| Homogeneous Markov process \| Nonhomogeneous Markov process \| Poisson process \| Redundant system

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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