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math.ST2015
Hypothesis testing for markovian models with random time observations
Flavia Barsotti, Anne Philippe, Paul Rochet
The aim of this paper is to propose a methodology for testing general hypothesis in a Markovian setting with random sampling. A discrete Markov chain X is observed at random time i…
math.ST2014★ 16 cited
Estimating the transition matrix of a Markov chain observed at random times
Flavia Barsotti, Yohann De Castro, Thibault Espinasse +1
In this paper we develop a statistical estimation technique to recover the transition kernel of a Markov chain in presence of censored data. We cons…