The optimal error exponent for Markov order estimation

DOI10.1109/18.532889MaRDI QIDQ4896827zbMATH OpenOpenAlexFDO

Authors Lorenzo Finesso, Chuang-Chun Liu, Prakash Narayan

Publication date 12 February 1997

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.532889

zbMATH Keywords

best exponent for underestimation probabilityerror exponentgeneralized Neyman-Pearson criterion of optimalityhypothesis testingKullback-Leibler divergencesmixture distributionsorder estimationoverestimationstationary ergodic Markov chain

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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• 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
• Testing the order of a model
• Error exponents for AR order testing
• Order Estimation of Markov Chains
• Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes
• Optimal error exponents in hidden markov models order estimation
• The estimation of the model order in exponential families
• On the estimation of the order of a Markov chain and universal data compression
• Neighborhood radius estimation for variable-neighborhood random fields
• scientific article; zbMATH DE number 4189043 (Why is no real title available?)
• Estimation in discrete parameter models
• Countable alphabet stationary processes with at least one memory word and intermittent estimation with universal rates
• On the minimal penalty for Markov order estimation
• Some upper bounds for the rate of convergence of penalized likelihood context tree estimators

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