On determination of the order of a Markov chain

DOI10.1023/A:1012245821183zbMATH Open1008.62078OpenAlexW1502363471MaRDI QIDQ1857366FDOQ1857366

Lincheng Zhao, C. R. Gonçalves, Chang C. Y. Dorea

Publication date: 24 March 2003

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012245821183

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zbMATH Keywords

Bayesian information criterionefficient determination criterionMarkov chain order

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• On the estimation of the order of a Markov chain and universal data compression
• Robust parametric inference for finite Markov chains
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