Entropy and the consistent estimation of joint distributions

DOI10.1214/aop/1176988736zbMath0806.28014OpenAlexW2052817138MaRDI QIDQ1336572

Paul C. Shields, Katalin Marton

Publication date: 13 February 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988736

zbMATH Keywords

entropyergodic measureadmissibleweak Bernoulli\(\mu\)-mixing processes\(k\)-block distributionergodic finite alphabet process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Entropy and other invariants (28D20) Sufficiency and information (62B99)

Related Items (8)

Consistent estimation of joint distributions for sufficiently mixing random fields ⋮ Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates ⋮ Measuring market efficiency: the Shannon entropy of high-frequency financial time series ⋮ Almost-sure waiting time results for weak and very weak Bernoulli processes ⋮ The Computational Structure of Spike Trains ⋮ Waiting times: Positive and negative results on the Wyner-Ziv problem ⋮ Consistency of the BIC order estimator ⋮ The consistency of the BIC Markov order estimator.

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