2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/163124We describe estimators $χ_n(X_0,X_1,...,X_n)$, which when applied to an unknown stationary process taking values from a countable alphabet ${\cal X}$, converge almost surely to $k$ in case the process is a $k$-th order Markov chain and to infinity otherwise.ProbabilityInformation TheoryOrder estimation of Markov chainstext