The consistency of the BIC Markov order estimator

Annals of Statistics

Volumn 28, Issue 6, 2000, Pages 1601-1619

  Csisczár, Imre ^a   Shields, Paul C ^b  

^a INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

^b UNIVERSITY OF TOLEDO   (United States)

Author keywords

Bayesian Information Criterion; Markov chains; Order estimation; Ratio typicality

Indexed keywords

EID: 0034343421     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1015957472     Document Type: Article

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