Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60F15 / rank | |||
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| Property / Mathematics Subject Classification ID: 62B10 / rank | |||
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| Property / zbMATH DE Number: 6198871 / rank | |||
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finite memory estimator | |||
| Property / zbMATH Keywords: finite memory estimator / rank | |||
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infinite memory | |||
| Property / zbMATH Keywords: infinite memory / rank | |||
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information criteria | |||
| Property / zbMATH Keywords: information criteria / rank | |||
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Markov approximation | |||
| Property / zbMATH Keywords: Markov approximation / rank | |||
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minimum description length | |||
| Property / zbMATH Keywords: minimum description length / rank | |||
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oracle inequalities | |||
| Property / zbMATH Keywords: oracle inequalities / rank | |||
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penalized maximum likelihood | |||
| Property / zbMATH Keywords: penalized maximum likelihood / rank | |||
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rate of convergence | |||
| Property / zbMATH Keywords: rate of convergence / rank | |||
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Revision as of 10:57, 28 June 2023
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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