Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133): Difference between revisions
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Revision as of 00:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes |
scientific article |
Statements
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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