Robust Model Selection for Stochastic Processes

DOI10.1080/03610926.2013.851220zbMath1320.60130OpenAlexW1970978076WikidataQ101496378 ScholiaQ101496378MaRDI QIDQ2876227

M. L. L. Viola, V. A. González-López, Jesús E. García

Publication date: 18 August 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.851220

zbMATH Keywords

Bayesian information criterionrobust model selectionvariable length Markov chainscontext tree

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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