Consistency of the BIC order estimator

DOI10.1090/S1079-6762-99-00070-0zbMATH Open1045.62527OpenAlexW1882386031MaRDI QIDQ4485751FDOQ4485751

Paul 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

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Mathematics Subject Classification ID

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

Cites Work

• Estimating the dimension of a model
• On the choice of a model to fit data from an exponential family
• Nonparametric binary regression: A Bayesian approach
• Title not available (Why is that?)
• The minimum description length principle in coding and modeling
• The consistency of the BIC Markov order estimator.
• Deviations from uniformity in random strings
• Title not available (Why is that?)
• The performance of universal encoding
• Entropy and the consistent estimation of joint distributions
• Strongly consistent code-based identification and order estimation for constrained finite-state model classes

Cited In (4)

• The consistency of the BIC Markov order estimator.
• Large-scale typicality of Markov sample paths and consistency of MDL order estimators
• A New Order Estimator for Fixed and Variable Length Markov Models with Applications to DNA Sequence Similarity
• Consistency of the Unlimited BIC Context Tree Estimator

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