A Monte Carlo estimation of the entropy for Markov chains
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Publication:2642483
DOI10.1007/s11009-006-9010-6zbMath1115.62011MaRDI QIDQ2642483
Didier Chauveau, Pierre Vandekerkhove
Publication date: 17 August 2007
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-006-9010-6
60F05: Central limit and other weak theorems
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
62B10: Statistical aspects of information-theoretic topics
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Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
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