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Markov chain order estimation based on the chi‐square divergence |
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| Authors: | Angel Rodolfo Baigorri Cátia Regina Gonçalves Paulo Angelo Alves Resende |
| Institution: | Department of Mathematics, University of Brasília, Brasília, Brazil |
| Abstract: | |
| Keywords: | AIC BIC Chi‐square divergence EDC GDL Markov order estimation Primary 62M05 secondary 62F12 |