Strongly consistent code-based identification and order estimation for constrained finite-state model classes
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Publication:4277148
DOI10.1109/18.256497zbMath0784.94005OpenAlexW2097994539MaRDI QIDQ4277148
Publication date: 7 February 1994
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.256497
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Source coding (94A29)
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Testing composite hypotheses about discrete ergodic processes ⋮ Relevant states and memory in Markov chain bootstrapping and simulation ⋮ Uniform hypothesis testing for finite-valued stationary processes ⋮ On the minimal penalty for Markov order estimation ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Approximating multivariate Markov chains for bootstrapping through contiguous partitions ⋮ Theory of Classification: a Survey of Some Recent Advances ⋮ A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification ⋮ Estimating the order of a hidden markov model ⋮ Consistency of the BIC order estimator ⋮ Number of hidden states and memory: a joint order estimation problem for Markov chains with Markov regime ⋮ The consistency of the BIC Markov order estimator. ⋮ Some remarks on filtering and prediction of stationary processes
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