On estimating the memory for finitarily Markovian processes

DOI10.1016/j.anihpb.2005.11.001zbMath1106.62094arXiv0712.0105OpenAlexW2027696862MaRDI QIDQ868048

Gusztáv Morvai, Benjamin Weiss

Publication date: 19 February 2007

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0712.0105

zbMATH Keywords

stationary ergodic processesfinite order Markov chains

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (7)

ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES ⋮ On universal estimates for binary renewal processes ⋮ Nonparametric sequential prediction for stationary processes ⋮ On \(g\)-measures in symbolic dynamics ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Unnamed Item ⋮ Unnamed Item

This page was built for publication: On estimating the memory for finitarily Markovian processes