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Testing for markov process vs semi-markov process |
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| Authors: | BR Bhat SunitaK Deshpande |
| Institution: | 1. Department of Statistics , Karnatak University , Dharwad, 580003, India;2. Department of Statistics , Karnataka University , Dharwad, 580003, India |
| Abstract: | Here we have obtained a non-parametric test for testing the null hypothesis H0 that the given realization is from a Markov process against the alternative hypothesis H1 that it is from a semi-Markov process with the transition rate monotone increasing (or decreasing). We have shown that the test criterion has normal distribution asymptotically, and the test is consistent and unbiased. |
| Keywords: | Testing of hypothesis continuous time Markov process semi-Markov process non-parametric test consistency and unbiasedness |