Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133): Difference between revisions

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Latest revision as of 18:05, 6 July 2024

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Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes
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    Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (English)
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    16 August 2013
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    finite memory estimator
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    infinite memory
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    information criteria
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    Markov approximation
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    minimum description length
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    oracle inequalities
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    penalized maximum likelihood
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    rate of convergence
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