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
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},
year = {1997},
volume = {9},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DM_1997_9_4_a11/}
}
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/