Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1307.6338 / rank | |||
Normal rank | |||
Revision as of 13:50, 18 April 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)
0 references
16 August 2013
0 references
finite memory estimator
0 references
infinite memory
0 references
information criteria
0 references
Markov approximation
0 references
minimum description length
0 references
oracle inequalities
0 references
penalized maximum likelihood
0 references
rate of convergence
0 references
