The optimal error exponent for Markov order estimation

DOI10.1109/18.532889zbMath0856.62071OpenAlexW2122133429MaRDI QIDQ4896827

Lorenzo Finesso, Prakash Narayan, Chuang-Chun Liu

Publication date: 12 February 1997

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.532889

zbMATH Keywords

hypothesis testingoverestimationerror exponentmixture distributionsorder estimationKullback-Leibler divergencesstationary ergodic Markov chainbest exponent for underestimation probabilitygeneralized Neyman-Pearson criterion of optimality

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Related Items (7)

Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes ⋮ Neighborhood radius estimation for variable-neighborhood random fields ⋮ Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion ⋮ Some upper bounds for the rate of convergence of penalized likelihood context tree estimators ⋮ Testing the order of a model ⋮ Estimation in discrete parameter models ⋮ The consistency of the BIC Markov order estimator.

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