Convergence rates for Markov chain order estimates using EDC criterion

DOI10.1007/S00574-006-0027-9zbMath1108.62079OpenAlexW2094405166MaRDI QIDQ870470

J. S. Lopes, Chang Chung Yu Dorea

Publication date: 12 March 2007

Published in: Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00574-006-0027-9

zbMATH Keywords

Efficient Determination CriterionOrder of Markov Chains

Mathematics Subject Classification ID

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

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