Global and local tests to assess stationarity of Markov transition models (2018)
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, p. 1-21, 2018Tradução . . Disponível em: https://doi.org/10.1080/03610918.2017.1406504. Acesso em: 11 nov. 2025.APA
Lara, I. A. R. de, Hinde, J., & Taconeli, C. A. (2018). Global and local tests to assess stationarity of Markov transition models. Communications in Statistics - Simulation and Computation, 1-21. 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. 2018 ; 1-21.[citado 2025 nov. 11 ] 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. 2018 ; 1-21.[citado 2025 nov. 11 ] Available from: https://doi.org/10.1080/03610918.2017.1406504
