Approximating a sequence of observations by a simple process

Annals of Statistics

Volumn 32, Issue 6, 2004, Pages 2742-2775

  Rosenberg, Dinah ^a,e   Solan, Eilon ^b,c,f   Vieille, Nicolas ^d  

^a UNIVERSITÉ PARIS 13   (France)

^b NORTHWESTERN UNIVERSITY   (United States)

^c TEL AVIV UNIVERSITY   (Israel)

^d HEC PARIS   (France)

^e UNIVERSITÉ PARIS 13   (France)

^f NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Data approximation; Hidden Markov chains; Markov chains; Nonhomogenous Markov chains

Indexed keywords

EID: 21644482381     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000000643     Document Type: Article

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