collaborators

1 paper

stat.ME2026

A New Approach to Goodness of Fit for Ergodic Markov Processes

Vance Martin, Yoshihiko Nishiyama, John Stachurski +1

We introduce a new density-based goodness of fit test for ergodic Markov processes. Our test compares the data against the class of models specified in the null hypothesis, and rej…