Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains
DOI10.1007/S11009-008-9106-2zbMATH Open1163.62342OpenAlexW2018127377MaRDI QIDQ1023985FDOQ1023985
Authors: Valérie Girardin, André Sesboüé
Publication date: 16 June 2009
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-008-9106-2
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Cited In (5)
- Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes
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- Estimation of the Entropy Rate of a Countable Markov Chain
- Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings
- Estimation of the entropy rate of ergodic Markov chains
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