Validity of fitting a first-order Markov chain model to data

被引：2
|
作者：
Eggar, MH [1 ]
机构：
[1] Univ Edinburgh, Dept Math & Stat, Edinburgh EH9 3JZ, Midlothian, Scotland
来源：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 2002年 / 51卷
关键词：
Eulerian paths; Markov chain model;
D O I：
10.1111/1467-9884.00316
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The paper describes a way of testing whether, given a sequence of data, there is a Markov chain of first order that is a likely model to fit it. The test, which was suggested by geometry, is applied to a sequence of moderate length of sporting data, for which a Markov model had once been claimed.
引用
收藏
页码：259 / 265
页数：7
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