On propose des tests dʼajustement du type chi deux de lʼhypothèse selon laquelle un processus stochastique dʼespace dʼétats fini est un processus de Markov homogène, dont les intensités de transition sont, ou inconnues, ou des fonctions spécifiées dʼun paramètre de dimension finie.
We give chi-squared goodness-of-fit tests for homogeneous Markov processes with unknown transition intensities or with transition intensities of known form depending on a finite-dimensional parameter.
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@article{CRMATH_2013__351_3-4_149_0, author = {Bagdonavi\v{c}ius, Vilijandas and Nikulin, Mikhail}, title = {Goodness-of-fit test for homogeneous {Markov} processes}, journal = {Comptes Rendus. Math\'ematique}, pages = {149--154}, publisher = {Elsevier}, volume = {351}, number = {3-4}, year = {2013}, doi = {10.1016/j.crma.2013.01.014}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.crma.2013.01.014/} }
TY - JOUR AU - Bagdonavičius, Vilijandas AU - Nikulin, Mikhail TI - Goodness-of-fit test for homogeneous Markov processes JO - Comptes Rendus. Mathématique PY - 2013 SP - 149 EP - 154 VL - 351 IS - 3-4 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.crma.2013.01.014/ DO - 10.1016/j.crma.2013.01.014 LA - en ID - CRMATH_2013__351_3-4_149_0 ER -
%0 Journal Article %A Bagdonavičius, Vilijandas %A Nikulin, Mikhail %T Goodness-of-fit test for homogeneous Markov processes %J Comptes Rendus. Mathématique %D 2013 %P 149-154 %V 351 %N 3-4 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.crma.2013.01.014/ %R 10.1016/j.crma.2013.01.014 %G en %F CRMATH_2013__351_3-4_149_0
Bagdonavičius, Vilijandas; Nikulin, Mikhail. Goodness-of-fit test for homogeneous Markov processes. Comptes Rendus. Mathématique, Tome 351 (2013) no. 3-4, pp. 149-154. doi : 10.1016/j.crma.2013.01.014. http://archive.numdam.org/articles/10.1016/j.crma.2013.01.014/
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