Validity of fitting a first-order Markov chain model to data

Validity of fitting a first-order Markov chain model to data

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Article ID: iaor20031581
Country: United Kingdom
Volume: 51
Issue: 2
Start Page Number: 259
End Page Number: 265
Publication Date: Apr 2002
Journal: Journal of the Royal Statistical Society, series D (The Statistician)
Authors:
Keywords: sports
Abstract:

The paper describes a way of testing whether, given a sequence of data, there is a Markov chain of first order that is a likely model to fit it. The test, which was suggested by geometry, is applied to a sequence of moderate length of sporting data, for which a Markov model had once been claimed.

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