A copula-based partition Markov procedure

DOI10.1080/03610926.2017.1359291OpenAlexW2744960960WikidataQ101496383 ScholiaQ101496383MaRDI QIDQ5160264

Mariela Fernández, V. A. González-López, Jesús E. García

Publication date: 28 October 2021

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

Full work available at URL: https://doi.org/10.1080/03610926.2017.1359291

zbMATH Keywords

Markov chainsBayesian information criterioncurse of dimensionalitycopula distribution function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (1)

Distributions of pattern statistics in sparse Markov models

Cites Work

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• Context tree selection and linguistic rhythm retrieval from written texts
• Context tree estimation for not necessarily finite memory processes, via BIC and MDL
• A universal data compression system

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