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Order estimation of Markov chains
Published 3 Nov 2007 in math.PR, cs.IT, and math.IT | (0711.0472v1)
Abstract: We describe estimators $\chi_n(X_0,X_1,...,X_n)$, which when applied to an unknown stationary process taking values from a countable alphabet ${\cal X}$, converge almost surely to $k$ in case the process is a $k$-th order Markov chain and to infinity otherwise.
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