Information geometry approach to parameter estimation in Markov chains (Q309718)

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scientific article; zbMATH DE number 6624585
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    Information geometry approach to parameter estimation in Markov chains
    scientific article; zbMATH DE number 6624585

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      Information geometry approach to parameter estimation in Markov chains (English)
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      7 September 2016
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      exponential family
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      natural parameter
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      expectation parameter
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      relative entropy
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      Fisher information matrix
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      asymptotic efficient estimator
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