Order Estimation of Markov Chains
G. Morvai, Bernard Weiss · IEEE Transactions on Information Theory · 2005
Estimators /spl chi//sub n/(X/sub 0/, X/sub 1/, ..., X/sub n/), are described which, when applied to an unknown stationary process taking values from a countable alphabet /spl chi/, converge almost surely to k in case the process is a kth-order Markov chain and to infinity otherwise.