Asymptotics for Markov chain mixture detection

Author:

Fitzpatrick Matthew,Stewart MichaelORCID

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference37 articles.

1. Estimating the infinitesimal generator of a continuous time, finite state Markov process;Albert;Ann. Math. Statist.,1962

2. Asymptotic distribution and local power of the log-likelihood ratio test for mixtures: bounded and unbounded cases;Azaïs;Bernoulli,2006

3. The likelihood ratio test for general mixture models with or without structural parameter;Azaïs;ESAIM Probab. Stat.,2009

4. Sojourns and extremes of Gaussian processes;Berman;Ann. Probability,1974

5. Asymptotic distribution of the likelihood ratio statistic in a prototypical non regular problem;Bickel,1993

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