On determination of the order of a Markov chain

DOI10.1023/A:1012245821183MaRDI QIDQ1857366zbMATH OpenOpenAlexFDO

Authors C. R. Gonçalves, Lincheng Zhao, 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

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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