Estimation of general stationary processes by variable length Markov chains

Scandinavian Journal of Statistics

Volumn 30, Issue 3, 2003, Pages 459-480

  Ferrari, Fiorenzo ^a   Wyner, Abraham ^b  

^a BSI SA   (Switzerland)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Context algorithm; Sieve approximation; State space estimation; Strong mixing sequence; Time series; Tree model representation

Indexed keywords

EID: 0041861350     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00342     Document Type: Article

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