A BIC‐based consistent metric between Markovian processes-Reference-Cited by-同舟云学术

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A BIC‐based consistent metric between Markovian processes

Published:2018-05-29 Issue:6 Volume:34 Page:868-878
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl Stochastic Models Bus Ind

Author:

García Jesús E.¹,Gholizadeh R.¹,González‐López V. A.¹

Affiliation:

1. Department of StatisticsUniversity of Campinas Campinas Brazil

Funder

Fundação de Amparo à Pesquisa do Estado de São Paulo

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/asmb.2346

Reference13 articles.

1. New Trends in Stochastic Modeling & Data Analysis 2015 ISAST JE García VA González‐López Detecting regime changes in Markov models 103 109

2. GarcíaJE González‐LópezVA Kubo de AndradeFH.Dissimilarity between Markovian processes applied to industrial processes. Paper presented at: 14th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM 2016);2016;Rhodes Greece.

3. Linguistic compositions highly volatile in Portuguese

4. Estimating the Dimension of a Model

5. Context tree estimation for not necessarily finite memory processes, via BIC and MDL

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