Markov approximations of chains of infinite order
From MaRDI portal
Publication:1416103
DOI10.1007/S005740200015zbMath1035.60033OpenAlexW2139550381WikidataQ98839653 ScholiaQ98839653MaRDI QIDQ1416103
Roberto Fernández, Antonio Galves
Publication date: 2002
Published in: Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s005740200015
Stationary stochastic processes (60G10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (8)
Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes ⋮ Nonparametric statistical inference for the context tree of a stationary ergodic process ⋮ Stochastically perturbed chains of variable memory ⋮ The Wasserstein distance of order 1 for quantum spin systems on infinite lattices ⋮ Gaussian concentration bounds for stochastic chains of unbounded memory ⋮ Coupling and perturbation techniques for categorical time series ⋮ Context tree selection: a unifying view ⋮ Gaussian concentration bound for potentials satisfying Walters condition with subexponential continuity rates
This page was built for publication: Markov approximations of chains of infinite order