Markov chain order estimation based on the chi‐square divergence

DOI10.1002/CJS.11225zbMath1307.62200OpenAlexW2147781067MaRDI QIDQ5175763

Angel Rodolfo Baigorri, Paulo Angelo Alves Resende, C. R. Gonçalves

Publication date: 25 February 2015

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11225

zbMATH Keywords

AICBICchi-square divergenceEDCMarkov order estimationGDL

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Uses Software

• SPatt

Cites Work

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• A test for independence based on the correlation dimension
• Numerical Solutions for Patterns Statistics on Markov Chains
• A TEST FOR MARKOFF CHAINS
• A new look at the statistical model identification

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