Papapetrou, M.; Kugiumtzis, D. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 7, pp. 1593-1601
We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of K symbols, we define CMI of order m, Ic(m), as the mutual information of two variables in the chain being m time steps apart, conditioning on the intermediate variables of...