메뉴 건너뛰기




Volumn 42, Issue 5, 1996, Pages 1488-1497

The optimal error exponent for Markov order estimation

Author keywords

Error exponent; Hypothesis testing; Markov order; Order estimation

Indexed keywords

ERRORS; ESTIMATION; MARKOV PROCESSES; OPTIMIZATION; PROBABILITY; RECURSIVE FUNCTIONS; STATISTICS; TESTING;

EID: 0030243475     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.532889     Document Type: Article
Times cited : (30)

References (20)
  • 1
    • 0002469511 scopus 로고    scopus 로고
    • Statistical methods in Markov chains
    • Correction: p. 1343, 1961
    • P. Billingsley, "Statistical methods in Markov chains," Ann. Math. Statist., vol. 32, pp. 12-40; Correction: p. 1343, 1961.
    • Ann. Math. Statist. , vol.32 , pp. 12-40
    • Billingsley, P.1
  • 2
    • 0040121972 scopus 로고
    • Statistical inference regarding Markov chain models
    • C. Chatfield, "Statistical inference regarding Markov chain models," Appl. Statist., vol. 22, pp. 7-20, 1973.
    • (1973) Appl. Statist. , vol.22 , pp. 7-20
    • Chatfield, C.1
  • 3
    • 0027601935 scopus 로고
    • Strongly consistent code-based identification and order estimation for constrained finite-state model classes
    • May
    • J. C. Kieffer, "Strongly consistent code-based identification and order estimation for constrained finite-state model classes," IEEE Trans. Inform. Theory, vol. 39, no. 3, pp. 893-902, May 1993.
    • (1993) IEEE Trans. Inform. Theory , vol.39 , Issue.3 , pp. 893-902
    • Kieffer, J.C.1
  • 4
    • 0024733038 scopus 로고
    • On the estimation of the order of a Markov chain and universal data compression
    • N. Merhav, M. Gutman, and J. Ziv, "On the estimation of the order of a Markov chain and universal data compression," IEEE Trans. Inform. Theory, vol. 35, pp. 1014-1019, 1989.
    • (1989) IEEE Trans. Inform. Theory , vol.35 , pp. 1014-1019
    • Merhav, N.1    Gutman, M.2    Ziv, J.3
  • 5
    • 0022754340 scopus 로고
    • Complexity of strings in the class of Markov sources
    • J. Rissanen, "Complexity of strings in the class of Markov sources," IEEE Trans. Inform. Theory, vol. IT-32, pp. 526-532, 1986.
    • (1986) IEEE Trans. Inform. Theory , vol.IT-32 , pp. 526-532
    • Rissanen, J.1
  • 6
    • 0016556675 scopus 로고
    • Determination of the order of a Markov chain by Akaike's information criterion
    • H. Tong, "Determination of the order of a Markov chain by Akaike's information criterion," J. Appl. Probab., vol. 12, pp. 488-497, 1975.
    • (1975) J. Appl. Probab. , vol.12 , pp. 488-497
    • Tong, H.1
  • 8
    • 0028460993 scopus 로고
    • Order estimation and sequential universal data compression of a hidden Markov source via the method of mixtures
    • July
    • C. Liu and P. Narayan, "Order estimation and sequential universal data compression of a hidden Markov source via the method of mixtures," IEEE Trans. Inform. Theory, vol. 40, no. 4, pp. 1167-1180, July 1994.
    • (1994) IEEE Trans. Inform. Theory , vol.40 , Issue.4 , pp. 1167-1180
    • Liu, C.1    Narayan, P.2
  • 9
    • 0026679656 scopus 로고
    • Estimating the number of states of a finite-state source
    • J. Ziv and N. Merhav, "Estimating the number of states of a finite-state source," IEEE Trans. Inform. Theory, vol. 38, pp. 61-65, 1992.
    • (1992) IEEE Trans. Inform. Theory , vol.38 , pp. 61-65
    • Ziv, J.1    Merhav, N.2
  • 11
    • 0003130659 scopus 로고
    • Universal sequential coding of separate messages
    • Y. M. Shtar'kov, "Universal sequential coding of separate messages," Probl. Pered. Inform., vol. 23, pp. 3-17, 1987.
    • (1987) Probl. Pered. Inform. , vol.23 , pp. 3-17
    • Shtar'kov, Y.M.1
  • 12
    • 0019590746 scopus 로고
    • The error exponent for the noiseless encoding of finite ergodic Markov sources
    • L. D. Davisson, O. Longo, and A. Sgarro, "The error exponent for the noiseless encoding of finite ergodic Markov sources," IEEE Trans. Inform. Theory, vol. IT-27, pp. 431-438, 1981.
    • (1981) IEEE Trans. Inform. Theory , vol.IT-27 , pp. 431-438
    • Davisson, L.D.1    Longo, O.2    Sgarro, A.3
  • 13
    • 0024627211 scopus 로고
    • Asymptotically optimal classification for multiple tests with empirically observed statistics
    • M. Gutman, "Asymptotically optimal classification for multiple tests with empirically observed statistics," IEEE Trans. Inform. Theory, vol. 35, pp. 401-4108, 1989.
    • (1989) IEEE Trans. Inform. Theory , vol.35 , pp. 401-4108
    • Gutman, M.1
  • 14
    • 0025462469 scopus 로고
    • A large deviation approach to error exponents in source coding and hypothesis testing
    • V. Anantharam, "A large deviation approach to error exponents in source coding and hypothesis testing," IEEE Trans. Inform. Theory, vol. IT-27, pp. 938-943, 1981.
    • (1981) IEEE Trans. Inform. Theory , vol.IT-27 , pp. 938-943
    • Anantharam, V.1
  • 17
    • 84980178612 scopus 로고    scopus 로고
    • Asymptotic evaluation of certain Markov process expectations for large time I-III
    • M. D. Donsker and S. R. S. Varadhan, "Asymptotic evaluation of certain Markov process expectations for large time I-III," Comm. Proc. App. Math., vol. 28, pp. 1-47, 279-301,
    • Comm. Proc. App. Math. , vol.28 , pp. 1-47
    • Donsker, M.D.1    Varadhan, S.R.S.2
  • 19
    • 33747106891 scopus 로고
    • Information theoretical methods in statistics
    • University of Maryland, College Park, MD, Spring
    • I. Csiszár, "Information theoretical methods in statistics," Class notes, University of Maryland, College Park, MD, Spring 1990.
    • (1990) Class Notes
    • Csiszár, I.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.