Determination of the order of a Markov chain by Akaike's information criterion

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

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