Variable length Markov chains

Annals of Statistics

Volumn 27, Issue 2, 1999, Pages 480-513

  Bühlmann, Peter ^a   Wyner, Abraham J ^b  

^a ETH ZURICH   (Switzerland)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Bootstrap; Categorical time series; Central limit theorem; Context algorithm; Data compression; Finite memory sources; FSMX model; Kullback Leibler distance; Model selection; Tree model

Indexed keywords

EID: 0039530516     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1018031204     Document Type: Article

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