Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion

DOI10.1016/j.jspi.2005.01.012zbMath1100.62080OpenAlexW2055783733MaRDI QIDQ2499105

Lin Cheng Zhao, Chang Chung Yu Dorea

Publication date: 14 August 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.01.012

zbMATH Keywords

likelihoodmodel selectionefficient determination criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Some upper bounds for the rate of convergence of penalized likelihood context tree estimators

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