Pages that link to "Item:Q3945430"
From MaRDI portal
The following pages link to On Some Criteria for Estimating the Order of a Markov Chain (Q3945430):
Displaying 29 items.
- A Poisson INAR(1) model with serially dependent innovations (Q496093) (← links)
- Unsupervised segmentation of randomly switching data hidden with non-Gaussian correlated noise (Q612566) (← links)
- Measuring serial dependence in categorical time series (Q732233) (← links)
- Codon preference and primary sequence structure in protein-coding regions (Q1111970) (← links)
- Testing lumpability in Markov chains. (Q1423146) (← links)
- The mixture transition distribution model for high-order Markov chains and non-Gaussian time series (Q1872612) (← links)
- Testing the order of discrete Markov chains using surrogate data (Q1967268) (← links)
- Tsallis conditional mutual information in investigating long range correlation in symbol sequences (Q2067092) (← links)
- Markov models for duration-dependent transitions: selecting the states using duration values or duration intervals? (Q2111318) (← links)
- Constrained Markov order surrogates (Q2115528) (← links)
- Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
- The expected time to cross a threshold and its determinants: a simple and flexible framework (Q2246687) (← links)
- Fisher information matrix of binary time series (Q2272448) (← links)
- Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains (Q2369300) (← links)
- Exact significance test for Markov order (Q2448775) (← links)
- Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion (Q2499105) (← links)
- Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDG models (Q2575561) (← links)
- An improved estimator of Shannon entropy with applications to systems with memory (Q2679957) (← links)
- On the performance of information criteria for model identification of count time series (Q2697066) (← links)
- High-order extensions of the Double Chain Markov Model (Q3147435) (← links)
- Exploring the randomness of mentally generated head–tail sequences (Q3386467) (← links)
- A flexible class of parametric transition regression models based on copulas: application to poliomyelitis incidence (Q3435348) (← links)
- Model-structure selection by cross-validation (Q3744063) (← links)
- Order Choice in Nonlinear Autoregressive Models (Q4857302) (← links)
- The double chain markov model (Q4935425) (← links)
- Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models (Q5083359) (← links)
- Markov chain order estimation based on the chi‐square divergence (Q5175763) (← links)
- A novel high-order multivariate Markov model for spatiotemporal analysis with application to COVID-19 outbreak (Q6080781) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
