Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes (Q358133)
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scientific article
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| English | Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes |
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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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0.8057003021240234
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0.7993533611297607
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0.7950010299682617
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0.7854637503623962
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