DETERMINATION OF ORDER OF A MARKOV-CHAIN BY AKAIKES INFORMATION CRITERION

被引：119

作者：

TONG, H ^{[1
]}

机构：

[1] INST STATISTICAL MATH,TOKYO,JAPAN

来源：

关键词：

D O I：

10.2307/3212863

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：488 / 497

页数：10

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ANDERSON, TW ;

GOODMAN, LA .

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[5]

Bartlett M.S., 1955, INTRO STOCHASTIC PRO

[6] THE FREQUENCY GOODNESS OF FIT TEST FOR PROBABILITY CHAINS [J].

BARTLETT, MS .

PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1951, 47 (01) :86-95

[7]

BILLINGSLEY P, 1961, STATISTICAL INFERENC

[8]

BROOKS CEP, 1953, HDB STATISTICAL METH

[9] A MARKOV CHAIN MODEL FOR DAILY RAINFALL OCCURRENCE AT TEL-AVIV [J].

GABRIEL, KR ;

NEUMANN, J .

GANI, J .