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Goodness-of-fit tests for parametric nonhomogeneous Markov processes |
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| Authors: | V Bagdonavičius M S Nikulin |
| Institution: | 1. Department of Mathematical statistics, Vilnius University, Vilnius, Lithuania 2. UFR Sciences and Modelization, University of Bordeaux-2, Bordeaux, France 3. Sankt Petersburg State Politechnical University, Petersburg, Russia |
| Abstract: | Tests for parametric nonhomogeneous and homogeneous Markov processes are given. Asymptotic distribution of test statistics is investigated. Tests for various well-known models are discussed as examples. |
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