A weighted $$\chi ^2$$Ï2 test to detect the presence of a major change point in non-stationary Markov chains
Micheletti, Alessandra, Aletti, Giacomo, Ferrandi, Giulia, Bertoni, Danilo, Cavicchioli, Daniele, Pretolani, RobertoLanguage:
english
Journal:
Statistical Methods & Applications
DOI:
10.1007/s10260-020-00510-0
Date:
January, 2020
File:
PDF, 452 KB
english, 2020