Large deviations and the Bayesian estimation of higher-order Markov transition functions

Journal of Applied Probability

Volumn 33, Issue 1, 1996, Pages 18-27

  Papangelou, F ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Exponential decay; Higher order transition functions; Large deviations; Markov chains; Posterior distributions; Relative entropy

Indexed keywords

EID: 0030535296     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0021900200103687     Document Type: Article

References (8)

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