Abstract

Anderson and Goodman ( 1957) have obtained the likelihood ratio tests and chi-square tests for testing the hypothesis about the order of discrete time finite Markov chains, On the similar lines we have obtained likeli¬hood ratio tests and chi-square tests (asymptotic) for testing hypotheses about the order of continuous time Markov chains (MC) with finite state space.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call