Pages that link to "Item:Q1848844"

The following pages link to The consistency of the BIC Markov order estimator. (Q1848844):

Displaying 40 items.

• Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance (Q288354) (← links)
• Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133) (← links)
• Universal codes as a basis for time series testing (Q713722) (← links)
• On the minimal penalty for Markov order estimation (Q718903) (← links)
• Some remarks on filtering and prediction of stationary processes (Q814145) (← links)
• Maximum entropy estimation of transition probabilities of reversible Markov chains (Q845438) (← links)
• Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
• A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification (Q1007478) (← links)
• Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440) (← links)
• An introduction to the Bayes information criterion: theoretical foundations and interpretation (Q1733295) (← links)
• Relevant states and memory in Markov chain bootstrapping and simulation (Q1752182) (← links)
• Prediction for discrete time series (Q1775516) (← links)
• Testing composite hypotheses about discrete ergodic processes (Q1936548) (← links)
• Asymptotic analysis of model selection criteria for general hidden Markov models (Q1994901) (← links)
• On universal algorithms for classifying and predicting stationary processes (Q2039763) (← links)
• Constrained Markov order surrogates (Q2115528) (← links)
• The gene-orientation structure of eukaryotes (Q2177231) (← links)
• Hierarchical Markov-switching models for multivariate integer-valued time-series (Q2225006) (← links)
• Space-efficient representation of truncated suffix trees, with applications to Markov order estimation (Q2354764) (← links)
• Intermittent estimation of stationary time series (Q2387490) (← links)
• Limitations on intermittent forecasting (Q2483866) (← links)
• Consistent estimation of the basic neighborhood of Markov random fields (Q2493548) (← links)
• Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion (Q2499105) (← links)
• Testing the order of a model (Q2500450) (← links)
• Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence for time series (Q2503313) (← links)
• Universal codes as a basis for nonparametric testing of serial independence for time series (Q2507879) (← links)
• Mining categorical sequences from data using a hybrid clustering method (Q2514773) (← links)
• Approximating multivariate Markov chains for bootstrapping through contiguous partitions (Q2516643) (← links)
• On classifying processes (Q2565932) (← links)
• Subset Selection in Linear Regression using Sequentially Normalized Least Squares: Asymptotic Theory (Q2815586) (← links)
• (Q2919497) (← links)
• Sparse Markov Chains for Sequence Data (Q2922158) (← links)
• Identification of a binary Markov chain of order s with r partial connections subjected to additive distortions (Q2997854) (← links)
• Theory of Classification: a Survey of Some Recent Advances (Q3373749) (← links)
• Computable Bayesian Compression for Uniformly Discretizable Statistical Models (Q3648742) (← links)
• Consistency of the BIC order estimator (Q4485751) (← links)
• A BIC‐based consistent metric between Markovian processes (Q4627105) (← links)
• Markov chain order estimation based on the chi‐square divergence (Q5175763) (← links)
• Hidden Markov Models With Applications in Cell Adhesion Experiments (Q5406373) (← links)
• Functional Finite Mixture Regression Models (Q6092963) (← links)