The consistency of the BIC Markov order estimator

IEEE International Symposium on Information Theory - Proceedings

Volumn , Issue , 2000, Pages 26-

  Csiszár, Imre ^a   Shields, Paul C ^b  

^a INSTITUTE OF EXPERIMENTAL MEDICINE   (Hungary)

^b UNIVERSITY OF TOLEDO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN INFORMATION CRITERION; MARKOV ORDER ESTIMATOR; MINIMUM DESCRIPTION LENGTH ESTIMATOR; MODERATE OVER ESTIMATION;

APPROXIMATION THEORY; BOUNDARY CONDITIONS; MARKOV PROCESSES; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY DISTRIBUTIONS; THEOREM PROVING;

INFORMATION THEORY;

EID: 0034449416     PISSN: 21578095     EISSN: None     Source Type: Journal    
DOI: 10.1109/ISIT.2000.866316     Document Type: Article

References (4)

1. The minimum description length principle in coding and modeling
2. Estimation of the order of a Markov chain
3. Deviations from uniformity in random strings
4. Strongly consistent code-based identification and order estimation for constrained finite-state model classes