A Bayesian method in determining the order of a finite state Markov chain

Communications in Statistics - Theory and Methods

Volumn 28, Issue 7, 1999, Pages 1711-1730

  Fan, Tsai Hung ^a   Tsai, Chen An ^a  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

Author keywords

AIC; Bayes factors; BIC; Noninformative priors; Order of a Markov chain

Indexed keywords

EID: 0012097198     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929908832381     Document Type: Article

References (21)

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