| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1148855 | Journal of Statistical Planning and Inference | 2006 | 9 Pages |
Abstract
The Efficient Determination Criterion (EDC), proposed by Zhao et al. (2001. Statist. Inference for Stochastic Processes 4, 273-282), generalizes the AIC and the BIC criteria and provides a class of consistent estimators for the order of a Markov chain. In this note, we exhibit exponential bounds for the probability of wrong determination of the order.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
C.C.Y. Dorea, L.C. Zhao,