A bayesian method in determining the order of a finite state markov chain

DOI10.1080/03610929908832381zbMath0937.62084OpenAlexW2074320545MaRDI QIDQ4266880

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Publication date: 22 September 1999

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

Full work available at URL: https://doi.org/10.1080/03610929908832381

zbMATH Keywords

Bayes factorsAICBICnoninformative priorsorder of Markov chains

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: hypothesis testing (62M02)

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Application of a non-homogeneous Markov chain with seasonal transition probabilities to ozone data ⋮ A Bayesian Approach to DNA Sequence Segmentation ⋮ Estimation and Selection for High-Order Markov Chains with Bayesian Mixture Transition Distribution Models

Cites Work

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• Estimating the dimension of a model
• Statistical Inference about Markov Chains
• Determination of the order of a Markov chain by Akaike's information criterion
• Bayes Factors
• On Information and Sufficiency
• A TEST FOR MARKOFF CHAINS
• A new look at the statistical model identification

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