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Inference for a binary lattice Markov process

Author

Listed:
  • Hwang, S. Y.
  • Basawa, I. V.

Abstract

Problems of inference for a binary Markov process defined on a two-dimensional lattice are discussed. A test of independence is derived via the Rao score statistic. Generalized least-squares and maximum likelihood estimators are derived and their asymptotic properties are established. Results on asymptotic inference based on several independent realizations of the process are also discussed.

Suggested Citation

  • Hwang, S. Y. & Basawa, I. V., 1999. "Inference for a binary lattice Markov process," Statistics & Probability Letters, Elsevier, vol. 43(1), pages 75-85, May.
    • Handle: RePEc:eee:stapro:v:43:y:1999:i:1:p:75-85
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    References listed on IDEAS

    as
    1. Young Hwang, Sun & Basawa, I. V., 1993. "Asymptotic optimal inference for a class of nonlinear time series models," Stochastic Processes and their Applications, Elsevier, vol. 46(1), pages 91-113, May.
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