Title
Order estimation of Markov chains
Abstract
Estimators χn(X0, X1, ..., Xn), are described which, when applied to an unknown stationary process taking values from a countable alphabet χ, converge almost surely to k in case the process is a kth-order Markov chain and to infinity otherwise.
Year
DOI
Venue
2005
10.1109/TIT.2005.844093
IEEE Transactions on Information Theory
Keywords
Field
DocType
Markov processes,entropy,information theory,probability,countable alphabet,kth-order Markov chains,order estimation,unknown stationary process,Markov chains,order estimation,stationary processes
Discrete mathematics,Combinatorics,Countable set,Markov process,Markov chain,Stationary process,Almost surely,Estimation theory,Matrix analytic method,Mathematics,Estimator
Journal
Volume
Issue
ISSN
51
4
0018-9448
Citations 
PageRank 
References 
9
0.65
5
Authors
2
Name
Order
Citations
PageRank
G. Morvai190.65
B. Weiss23020.49