A bayesian method in determining the order of a finite state markov chain
Author:
Affiliation:
1. a Graduate Institute of Statistics , National Central University , Chung-Li , Taiwan , R.O.C.
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610929908832381
Reference21 articles.
1. A new look at the statistical model identification
2. Statistical Inference about Markov Chains
3. The frequency goodness of fit test for probability chains
4. Statistical Decision Theory and Bayesian Analysis
5. The Intrinsic Bayes Factor for Model Selection and Prediction
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