The consistency of the BIC Markov order estimator.

DOI10.1214/aos/1015957472zbMath1105.62311OpenAlexW2053807426WikidataQ105584342 ScholiaQ105584342MaRDI QIDQ1848844

Paul C. Shields, Imre Csiszár

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1015957472

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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