Testing homogeneity over time of a parameter of a Markov sequence

Communications in Statistics - Theory and Methods

Volumn 26, Issue 2, 1997, Pages 317-330

  Ramanathan, T V ^a   Rajarshi, M B ^a  

^a UNIVERSITY OF PUNE   (India)

Author keywords

Purely random environments; Score tests; Stochastic parameter models

Indexed keywords

MARKOV PROCESSES; MATHEMATICAL MODELS; NUMERICAL ANALYSIS; PARAMETER ESTIMATION;

SCORE TESTS; STOCHASTIC PARAMETER MODELS;

STATISTICAL TESTS;

EID: 0031367406     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708831918     Document Type: Article

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