Displaying similar documents to “On the optimal number of classes in the Pearson goodness-of-fit tests”

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

María Luisa Menéndez, Domingo Morales, Leandro Pardo, Igor Vajda (1999)

Kybernetika

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For data generated by stationary Markov chains there are considered estimates of chain parameters minimizing φ –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 φ –divergences between the estimated and empirical distributions is considered as well. Asymptotic distributions of φ –divergence test...