Global and local tests to assess stationarity of Markov transition models (2019)
Fonte: Communications in Statistics - Simulation and Computation. Unidade: ESALQ
Assuntos: MODELOS LINEARES GENERALIZADOS, DADOS CATEGORIZADOS, PROCESSOS DE MARKOV, VEROSSIMILHANÇA
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LARA, Idemauro Antonio Rodrigues de e HINDE, John e TACONELI, Cesar Augusto. Global and local tests to assess stationarity of Markov transition models. Communications in Statistics - Simulation and Computation, v. 48, n. 4, p. 1019–1039, 2019Tradução . . Disponível em: https://doi.org/10.1080/03610918.2017.1406504. Acesso em: 12 nov. 2025.APA
Lara, I. A. R. de, Hinde, J., & Taconeli, C. A. (2019). Global and local tests to assess stationarity of Markov transition models. Communications in Statistics - Simulation and Computation, 48( 4), 1019–1039. doi:10.1080/03610918.2017.1406504NLM
Lara IAR de, Hinde J, Taconeli CA. Global and local tests to assess stationarity of Markov transition models [Internet]. Communications in Statistics - Simulation and Computation. 2019 ; 48( 4): 1019–1039.[citado 2025 nov. 12 ] Available from: https://doi.org/10.1080/03610918.2017.1406504Vancouver
Lara IAR de, Hinde J, Taconeli CA. Global and local tests to assess stationarity of Markov transition models [Internet]. Communications in Statistics - Simulation and Computation. 2019 ; 48( 4): 1019–1039.[citado 2025 nov. 12 ] Available from: https://doi.org/10.1080/03610918.2017.1406504
