Consistency of the BIC order estimator

DOI10.1090/S1079-6762-99-00070-0zbMath1045.62527OpenAlexW1882386031MaRDI QIDQ4485751

Paul C. Shields, Imre Csiszár

Publication date: 18 June 2000

Published in: Electronic Research Announcements of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/231515

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Statistical aspects of information-theoretic topics (62B10)

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