scientific article; zbMATH DE number 4117694

zbMATH Open0682.62055MaRDI QIDQ4732001FDOQ4732001

Authors: Iva P. Cankova 

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

transition probabilitiesmaximum likelihood estimatorsBayesian information criterionBayes estimatorsorder determinationinformation approachapproximation of the posterior probabilityconsistency of the minimum BIC estimatorfixed order multiple Markov chainorder of a Markov chainTDMP

Mathematics Subject Classification ID

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

Cited In (11)

• AIC, BIC and EDC criteria for higher order Markov chain with denumerable state space
• On the estimation of the order of a Markov chain and universal data compression
• Recursive estimation of high-order Markov chains: approximation by finite mixtures
• Rates of convergence for the BIC estimates of Markov chain order
• Some Results on the Estimation of a Higher Order Markov Chain
• Title not available (Why is that?)
• A trans-dimensional MCMC algorithm to estimate the order of a Markov chain: an application to ozone peaks in Mexico City
• Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion
• The consistency of the BIC Markov order estimator.
• Large-scale typicality of Markov sample paths and consistency of MDL order estimators
• Markov chain order estimation based on the chi-square divergence

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