Goodness-of-fit test for homogeneous Markov processes |
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| Authors: | Vilijandas Bagdonavičius Mikhail Nikulin |
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| Affiliation: | 1. University of Vilnius, 24, Naugarduko, Vilnius, Lithuania;2. Université Victor-Segalen, Bordeaux-1, 351, cours de la Libération, 33405 Talence cedex, France |
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| Abstract: | We give chi-squared goodness-of-fit tests for homogeneous Markov processes with unknown transition intensities or with transition intensities of known form depending on a finite-dimensional parameter. |
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