Test for submodel in Gibbs-Markov binary random sequence.
Martin Janžura · Czech digital mathematics library · 1989
The Gibbs-Markov random sequences (as studied in frame of statistical physics) are convenient as probability models for sequences of dependent binary data.Thus, the model is given by a system of interactions which may be understood and estimated as a vector parameter.Setting some of the interactions equal to zero, we obtain a submodel.A test for the submodel is derived in the present paper, and a numerical example with simulated data is included.