Exact significance test for Markov order

DOI10.1016/j.physd.2013.11.014zbMath1285.62097OpenAlexW1989449092MaRDI QIDQ2448775

Daniel W. Hahs, Shawn D. Pethel

Publication date: 5 May 2014

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2013.11.014

zbMATH Keywords

hypothesis testWhittle's formula

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Markov processes: hypothesis testing (62M02)

Related Items (3)

Causation entropy from symbolic representations of dynamical systems ⋮ Tsallis conditional mutual information in investigating long range correlation in symbol sequences ⋮ Constrained Markov order surrogates

Uses Software

• Matlab
• Whittle Surrogate

Cites Work

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• Testing the order of discrete Markov chains using surrogate data
• 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
• Fitting Markov Chain Models to Discrete State Series such as DNA Sequences

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