J. Timmer et S. Klein, TESTING THE MARKOV CONDITION IN ION-CHANNEL RECORDINGS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 55(3), 1997, pp. 3306-3311
A statistical test is presented to decide whether data are adequately
described by probabilistic functions of finite state Markov chains (''
hidden Markov models'') as applied in the analysis of ion channel data
. Particularly, the test can be used to decide whether a system obeys
the Markov condition. Simulation studies are performed in order to inv
estigate the sensitivity of the proposed test against violations of th
e model assumptions. The test can be applied analogously to Markov mod
els.