The optimal error exponent for Markov order estimation (Q4896827)
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scientific article; zbMATH DE number 937976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal error exponent for Markov order estimation |
scientific article; zbMATH DE number 937976 |
Statements
The optimal error exponent for Markov order estimation (English)
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12 February 1997
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error exponent
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hypothesis testing
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order estimation
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stationary ergodic Markov chain
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generalized Neyman-Pearson criterion of optimality
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overestimation
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Kullback-Leibler divergences
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mixture distributions
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best exponent for underestimation probability
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