On Determination of the Order of a Markov Chain

L. Zhao, C. Dorea and C. Gonçalves

Statistical Inference for Stochastic Processes, 2001, vol. 4, issue 3, 273-282

Keywords: Markov chain order; Bayesian information criterion; efficient determination criterion (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (8)

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DOI: 10.1023/A:1012245821183

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