Order estimation of Markov chains |
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Authors: | Morvai G. Weiss B. |
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Affiliation: | Res. Group for Informatics & Electron., Hungarian Acad. of Sci., Budapest, Hungary; |
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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. |
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