Determination of the order of a Markov chain by Akaike's information criterion
Tong, Howell
(1975)
Determination of the order of a Markov chain by Akaike's information criterion
Journal of Applied Probability, 12 (3).
pp. 488-497.
ISSN 0021-9002
| Item Type | Article |
|---|---|
| Copyright holders | © 1975 Applied Probability Trust |
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 16:03 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6609 |
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