scientific article; zbMATH DE number 4082788

MaRDI QIDQ3811568zbMATH OpenFDO

Authors Iva P. Cankova

Publication date 1987

zbMATH Keywords

Akaike's information criteriondiscrete-time stationary Markov processesestimating the order of an irreducible aperiodic Markov chainKullback-Leibler informationMinimum Akaike Information Criterion Estimator

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• scientific article; zbMATH DE number 4117694
• Order Estimation of Markov Chains
• Markov chain order estimation based on the chi-square divergence
• Some Results on the Estimation of a Higher Order Markov Chain
• On model order estimation for partially observed Markov chains
• On determination of the order of a Markov chain
• scientific article; zbMATH DE number 440531
• A note on the conditional Markov property of discrete order statistics

Cited in

(11)

• On model order estimation for partially observed Markov chains
• The consistency of the BIC Markov order estimator.
• AIC, BIC and EDC criteria for higher order Markov chain with denumerable state space
• Order Estimation of Markov Chains
• Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes
• Model order determination for state-space control design methods
• Consistency of the BIC order estimator
• scientific article; zbMATH DE number 4117694 (Why is no real title available?)
• The optimal error exponent for Markov order estimation
• Markov chain order estimation based on the chi-square divergence
• Convergence rates for Markov chain order estimates using EDC criterion

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3811568)