Pages that link to "Item:Q1857366"
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The following pages link to On determination of the order of a Markov chain (Q1857366):
Displaying 13 items.
- Model identification using the efficient determination criterion (Q739604) (← links)
- Convergence rates for Markov chain order estimates using EDC criterion (Q870470) (← links)
- The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities (Q2023474) (← links)
- Heckman selection-\(t\) model: parameter estimation via the EM-algorithm (Q2034452) (← links)
- Tsallis conditional mutual information in investigating long range correlation in symbol sequences (Q2067092) (← links)
- Robust parametric inference for finite Markov chains (Q2125477) (← links)
- Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion (Q2499105) (← links)
- Strongly consistent model selection for general causal time series (Q2657997) (← links)
- (Q3811568) (← links)
- A bayesian method in determining the order of a finite state markov chain (Q4266880) (← links)
- (Q4837568) (← links)
- Markov chain order estimation based on the chi‐square divergence (Q5175763) (← links)
- First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)