Estimation of the Entropy Rate of a Countable Markov Chain
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empirical estimationhomogeneous Markov chainnonparametric estimationparametric estimationplug-in estimator
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)
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- scientific article; zbMATH DE number 3967562
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- Entropy of conservative transformations
- General Irreducible Markov Chains and Non-Negative Operators
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
- scientific article; zbMATH DE number 3626409 (Why is no real title available?)
- Limit Distributions for a Statistical Estimate of the Entropy
- Mathematical Statistics
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Cited in
(18)- Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
- On entropy estimation for distributions with countable support.
- Relative entropy and error bounds for filtering of Markov processes
- Bias of a nonparametric entropy estimator for Markov measures
- Different closed-form expressions for generalized entropy rates of Markov chains
- Statistical estimation of ergodic Markov chain kernel over discrete state space
- On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation
- A Monte Carlo estimation of the entropy for Markov chains
- The exponential convergence rate of the Shannon entropy rate of countable homogeneous Markov chains
- scientific article; zbMATH DE number 3967562 (Why is no real title available?)
- Entropy estimators and serial tests for ergodic chains
- scientific article; zbMATH DE number 6990779 (Why is no real title available?)
- kth‐order Markov chain‐based approximation of the Shannon entropy of Gaussian photon‐counting processes
- Estimation of the entropy rate of ergodic Markov chains
- ENTROPY OF RANDOM VARIABLE SEQUENCE IN A PARTICULAR MARKOV CHAIN
- Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings
- Entropy estimators with almost sure convergence and an \(\mathcal O(n^{-1})\) variance
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