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• W1575909969 abstract "We use the $f-divergence$ also called relative entropy as a measure of diversity between probability densities and review its basic properties. In the sequence we define a few objects which capture relevant information from the sample of a Markov Chain to be used in the definition of a couple of estimators i.e. the Local Dependency Level and Global Dependency Level for a Markov chain sample. After exploring their properties we propose a new estimator for the Markov chain order. Finally we show a few tables containing numerical simulation results, comparing the performance of the new estimator with the well known and already established AIC and BIC estimators." @default.
• W1575909969 created "2016-06-24" @default.
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• W1575909969 date "2009-10-01" @default.
• W1575909969 modified "2023-09-27" @default.
• W1575909969 title "Markov Chain Order Estimation and Relative Entropy" @default.
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