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Csiszar’s ϕ-divergences for testing the order in a Markov chain

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  • M. Menéndez
  • J. Pardo
  • L. Pardo

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  • M. Menéndez & J. Pardo & L. Pardo, 2001. "Csiszar’s ϕ-divergences for testing the order in a Markov chain," Statistical Papers, Springer, vol. 42(3), pages 313-328, July.
    • Handle: RePEc:spr:stpapr:v:42:y:2001:i:3:p:313-328
    DOI: 10.1007/s003620100061
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    References listed on IDEAS

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    1. Salicru, M. & Morales, D. & Menendez, M. L. & Pardo, L., 1994. "On the Applications of Divergence Type Measures in Testing Statistical Hypotheses," Journal of Multivariate Analysis, Elsevier, vol. 51(2), pages 372-391, November.
    2. Menéndez, M. L. & Morales, D. & Pardo, L. & Zografos, K., 1999. "Statistical inference for finite Markov chains based on divergences," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 9-17, January.
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    Cited by:

    1. Papapetrou, M. & Kugiumtzis, D., 2013. "Markov chain order estimation with conditional mutual information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1593-1601.

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