Approximate group context tree

DOI10.1214/16-AOS1455zbMath1426.62241arXiv1107.0312OpenAlexW2963500033WikidataQ98839743 ScholiaQ98839743MaRDI QIDQ524463

Alexandre Belloni, Roberto Imbuzeiro Oliveira

Publication date: 2 May 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.0312

zbMATH Keywords

VLMCdynamic programmingmodel selectioncategorical time seriesdynamic discrete choice modelsgroup context tree

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

Nonparametric statistical inference for the context tree of a stationary ergodic process ⋮ Non-regular g-measures and variable length memory chains ⋮ Distributions of pattern statistics in sparse Markov models

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