Hypothesis Tests for Markov Process Models Estimated from Aggregate Frequency Data
利用汇总频数数据估计的马尔可夫过程模型检验
When the only data available for estimating the transition probabilities of a Markov chain are state occupation frequencies (rather than interstate transition frequencies), a least squares estimation technique and an accompanying hypothesis-testing methodology are proposed. This general hypothesis-testing procedure is used to develop three tests for adequacy of the simple stationary model. Null hypotheses of a zero-order process, stationarity, and homogeneity are considered.…