Likelihood ratio test for testing order of continuous time finite markov chains
B. R. Bhat, Sunita.K. Deshpande · Communication in Statistics- Theory and Methods · 1986
Anderson and Goodman ( 1957) have obtained the likelihood ratio tests and chi-square tests for testing the hypothesis about the order of discrete time finite Markov chains, On the similar lines we have obtained likeli¬hood ratio tests and chi-square tests (asymptotic) for testing hypotheses about the order of continuous time Markov chains (MC) with finite state space.