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Sequential Analysis
Design Methods and Applications
Volume 13, 1994 - Issue 3
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Original Articles

Repeated likelihood ratio tests for transition probabilities of finite markov chains

Pages 237-252 | Received 01 Feb 1994, Published online: 03 Apr 2007

References

  • Kesten , H. 1974 . Renewal theory for functionals of a markov chain with general state space . Ann.Prob , 2 : 355 – 336 .
  • Lai , T.L. and Sieginund , D. 1977 . A nonlinear renewal theory with applications to scclnential analysis . Ann.Statistics , 5 : 946 – 954 . medskip
  • Lalley , S.P. 1984 . Limit theorems for first-passage times in linear and non-linear renewal theory . Aclv.Appl.Prob. , 16 : 766 – 803 .
  • Sieginund , D. 1985 . Sequential analysis-tests and confidence intervals , New York : Springer-Verlag .
  • Su Y.T. Sequential Tests for markov Dependence.Ph.D.thesis Purdue University West Lafayette, IN 1990
  • Su , Y.T. 1993 . Limit theorems for first-passage times in non-linear markov renewal theory . Sequential Analysis , 12 : 235 – 245 .

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