scientific article; zbMATH DE number 4117694

MaRDI QIDQ4732001zbMATH OpenFDO

Authors Iva P. Cankova

Publication date 1988

zbMATH Keywords

approximation of the posterior probabilityBayes estimatorsBayesian information criterionconsistency of the minimum BIC estimatorfixed order multiple Markov chaininformation approachmaximum likelihood estimatorsorder determinationorder of a Markov chainTDMPtransition probabilities

Mathematics Subject Classification ID

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

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(16)

• Recursive estimation of high-order Markov chains: approximation by finite mixtures
• The consistency of the BIC Markov order estimator.
• Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion
• AIC, BIC and EDC criteria for higher order Markov chain with denumerable state space
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• A trans-dimensional MCMC algorithm to estimate the order of a Markov chain: an application to ozone peaks in Mexico City
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• On the estimation of the order of a Markov chain and universal data compression
• Large deviations and the Bayesian estimation of higher-order Markov transition functions
• The optimal error exponent for Markov order estimation
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