Testing lumpability in Markov chains
The chi-squared test of Markov chain lumpability is shown to operate reliably under a corrected derivation of the degrees of freedom. The test is used to screen out lumping schemes that corrupt the Markov property and give rise to higher order dependence.
Year of publication: |
2003
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Authors: | Jernigan, Robert W. ; Baran, Robert H. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 1, p. 17-23
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Publisher: |
Elsevier |
Keywords: | Time series Markov chain Lumpability Chi-squared tests |
Saved in:
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