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

Author: Chambaz Antoine   Matias Catherine  

Publisher: Edp Sciences

E-ISSN: 1262-3318|13|issue|38-50

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.13, Iss.issue, 2009-02, pp. : 38-50

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Abstract