Testing the order of discrete Markov chains using surrogate data
From MaRDI portal
Publication:1967268
DOI10.1016/S0167-2789(97)00315-1zbMath0943.62084OpenAlexW2028329703MaRDI QIDQ1967268
Jacob DeGoede, Marcel J. van der Heyden, Cees G. C. Diks, Bart P. T. Hoekstra
Publication date: 10 September 2000
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-2789(97)00315-1
Applications of statistics to biology and medical sciences; meta analysis (62P10) Neural biology (92C20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)
Related Items (4)
A dynamic spike threshold with correlated noise predicts observed patterns of negative interval correlations in neuronal spike trains ⋮ Testing lumpability in Markov chains. ⋮ Exact significance test for Markov order ⋮ Constrained Markov order surrogates
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Symbol statistics and spatio-temporal systems
- Testing nonlinear Markovian hypotheses in dynamical systems
- Testing for nonlinearity in time series: the method of surrogate data
- Dependency as a measure to estimate the order and the values of Markov processes
- Finite sample effects in sequence analysis
- Exploring the intrinsic information loss in single-humped maps by refining multi-symbol partitions
- Constrained-realization Monte-Carlo method for hypothesis testing
- Approximation of chaotic systems in terms of Markovian processes
- Master-equation approach to deterministic chaos
- Statistical Inference about Markov Chains
- Statistical Methods in Markov Chains
- On Some Criteria for Estimating the Order of a Markov Chain
- Determination of the order of a Markov chain by Akaike's information criterion
- A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
- DETECTING NONLINEARITIES IN STATIONARY TIME SERIES
- ENTROPY AND EXTENDED MEMORY IN DISCRETE CHAOTIC DYNAMICS
- Ergodic theory of chaos and strange attractors
- An Introduction to Symbolic Dynamics and Coding
- The Lindeberg-Levy Theorem for Martingales
- A TEST FOR MARKOFF CHAINS
- A new look at the statistical model identification
This page was built for publication: Testing the order of discrete Markov chains using surrogate data