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Order estimation of Markov chains
Authors:Morvai   G. Weiss   B.
Affiliation:Res. Group for Informatics & Electron., Hungarian Acad. of Sci., Budapest, Hungary;
Abstract:Estimators /spl chi//sub n/(X/sub 0/, X/sub 1/, ..., X/sub n/), are described which, when applied to an unknown stationary process taking values from a countable alphabet /spl chi/, converge almost surely to k in case the process is a kth-order Markov chain and to infinity otherwise.
Keywords:
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