Convergence rates for Markov chain order estimates using EDC criterion |
| |
| Authors: | C. C. Y. Dorea J. S. Lopes |
| |
| Affiliation: | (1) Departamento de Matemática, Universidade de Brasília, 70910-900 Brasília, DF, BRAZIL;(2) Departamento de Matemática, Universidade Federal do Rio Grande do Norte, 59072-970 Natal, RN, RAZIL |
| |
| Abstract: | The Efficient Determination Criterion (EDC) generalizes the AIC and BIC criteria and provides a class of consistent estimators for the order of a Markov chain with finite state space. In this note, we derive rates of convergence for the EDC estimates. *Partially supported by CNPq, CAPES/PROCAD, FAPDF/PRONEX, FINATEC and FUNPE/UnB. **Partially supported by CAPES. |
| |
| Keywords: | Order of Markov Chain Efficient Determination Criterion |
| 本文献已被 SpringerLink 等数据库收录！ |
|
