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NTIS 바로가기European journal of operational research, v.137 no.3, 2002년, pp.524 - 543
Tan, Barış (Corresponding author. Tel.: +90-212-229-3006) , Yılmaz, Kamil (fax: +90-212-229-0680)
AbstractThis paper evaluates the small and large sample properties of Markov chain time-dependence and time-homogeneity tests. First, we present the Markov chain methodology to investigate various statistical properties of time series. Considering an auto-regressive time series and its associated Ma...
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