Strongly consistent code-based identification and order estimation for constrained finite-state model classes

DOI10.1109/18.256497MaRDI QIDQ4277148zbMATH OpenOpenAlexFDO

Authors John C. Kieffer

Publication date 7 February 1994

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

Full work available at URL https://doi.org/10.1109/18.256497

zbMATH Keywords

divergence-rate distanceestimationfinite-state sourcesidentificationmaximum likelihood codes

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Source coding (94A29)

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Cited in

(14)

• A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
• Relevant states and memory in Markov chain bootstrapping and simulation
• The consistency of the BIC Markov order estimator.
• Testing composite hypotheses about discrete ergodic processes
• On universal algorithms for classifying and predicting stationary processes
• Approximating multivariate Markov chains for bootstrapping through contiguous partitions
• Theory of Classification: a Survey of Some Recent Advances
• Consistency of the BIC order estimator
• Estimating the order of a hidden markov model
• Uniform hypothesis testing for finite-valued stationary processes
• Number of hidden states and memory: a joint order estimation problem for Markov chains with Markov regime
• Determine the number of states in hidden Markov models via marginal likelihood
• On the minimal penalty for Markov order estimation
• Some remarks on filtering and prediction of stationary processes

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