The sequential chi-square test based on $s$-tuples of states of a Markov chain
Diskretnaya Matematika, Tome 9 (1997) no. 4, pp. 127-136
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A multidimensional statistic whose components are one-dimensional chi-square statistics based on frequencies of outcomes of a sequence of multinomial trials was considered previously and the density of the limit
distribution of this statistic was found. We extend this result to statistics based on $s$-tuples of states of a finite homogeneous Markov chain.
The research was supported by the Russian Foundation for Basic Research, grant 96-01-00531.
@article{DM_1997_9_4_a11,
author = {B. I. Selivanov and V. P. Chistyakov},
title = {The sequential chi-square test based on $s$-tuples of states of a {Markov} chain},
journal = {Diskretnaya Matematika},
pages = {127--136},
publisher = {mathdoc},
volume = {9},
number = {4},
year = {1997},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_1997_9_4_a11/}
}
TY - JOUR AU - B. I. Selivanov AU - V. P. Chistyakov TI - The sequential chi-square test based on $s$-tuples of states of a Markov chain JO - Diskretnaya Matematika PY - 1997 SP - 127 EP - 136 VL - 9 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DM_1997_9_4_a11/ LA - ru ID - DM_1997_9_4_a11 ER -
B. I. Selivanov; V. P. Chistyakov. The sequential chi-square test based on $s$-tuples of states of a Markov chain. Diskretnaya Matematika, Tome 9 (1997) no. 4, pp. 127-136. http://geodesic.mathdoc.fr/item/DM_1997_9_4_a11/