Order Estimation of Markov Chains

DOI10.1109/TIT.2005.844093zbMath1309.62144arXiv0711.0472MaRDI QIDQ3547398

Benjamin Weiss, Gusztáv Morvai

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.0472

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes (60J99)

Related Items (7)

ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ Testing stationary processes for independence ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Approximating multivariate Markov chains for bootstrapping through contiguous partitions ⋮ Unnamed Item ⋮ Unnamed Item

This page was built for publication: Order Estimation of Markov Chains