A copula-based partition Markov procedure

DOI10.1080/03610926.2017.1359291MaRDI QIDQ5160264zbMATH OpenOpenAlexWikidataFDO

Authors Mariela Fernández, Jesús E. García, Verónica A. González-López

Publication date 28 October 2021

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1359291

zbMATH Keywords

Bayesian information criterioncopula distribution functioncurse of dimensionalityMarkov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• A universal data compression system
• Context tree estimation for not necessarily finite memory processes, via BIC and MDL
• Context tree selection and linguistic rhythm retrieval from written texts
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)

Cited in

(5)

• A Consistent Markov Partition Process Generated from the Paintbox Process
• Partition Markov model for multiple processes
• Computation of exact probabilities associated with overlapping pattern occurrences
• A copula model for marked point processes
• Distributions of pattern statistics in sparse Markov models

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