Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion-Reference-Cited by-同舟云学术

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Exponential bounds for the probability of wrong determination of the order of a Markov chain by using the EDC criterion

Published:2006-10 Issue:10 Volume:136 Page:3689-3697
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Dorea C.C.Y.,Zhao L.C.

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. A new look at the statistical model identification;Akaike;IEEE Trans. Automat. Control,1974

2. The consistency of the BIC Markov order estimator;Csiszár;Ann. Statist.,2000

3. Exponential inequalities in nonparametric estimation;Devroye,1991

4. Estimation of the order of a finite Markov chain;Finesso,1992

5. The optimal error exponent for Markov order estimation;Finesso;IEEE Trans. Inform. Theory,1996

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Comparing the Markov Order Estimators AIC, BIC and EDC;Transactions on Engineering Technologies;2015

2. Some upper bounds for the rate of convergence of penalized likelihood context tree estimators;Brazilian Journal of Probability and Statistics;2010-07-01

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