Model Selection for Variable Length Markov Chains and Tuning the Context Algorithm

Peter Bühlmann

Annals of the Institute of Statistical Mathematics, 2000, vol. 52, issue 2, 287-315

Keywords: Bootstrap; zero-one loss; final prediction error; finite-memory source; FSMX model; Kullback-Leibler information; L 2 loss; optimal tree pruning; resampling; tree model (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004165822461

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