Number of hidden states and memory: A joint order estimation problem for Markov chains with Markov regime

ESAIM - Probability and Statistics

Volumn 13, Issue , 2009, Pages 38-50

  Chambaz, Antoine ^a   Matias, Catherine ^b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b University of Paris 5   (France)

Author keywords

Conditional memory; Hidden Markov model; Hidden states; Markov regime; Order estimation

Indexed keywords

EID: 68349128965     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:2007048     Document Type: Article

References (23)