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Remarks on testing hypotheses for markov processes 

Authors: Heinz Gillert a; JUumlrgen Vogel b
Affiliations:   a Sektion Mathematik, Technische Universitaumlt Dresden, Dresden
b Sektion MAROumlk, Technische Hochschule Ilmenau, Ilmenau
DOI: 10.1080/02331888108801570
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 12, Issue 1 1981 , pages 53 - 59
Formats available: PDF (English)
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Abstract

Conditions are Investigated under which the theory of testing hypotheses developed by ROUSSAS [5] for stationary Markov processes is valid under non-stationary initial distributions too.
Keywords: Markov process; non-stationary initial distribution; parameter; hypotheses
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