Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains

DOI10.1007/s11009-008-9106-2zbMath1163.62342MaRDI QIDQ1023985

André Sesboüé, Valérie Girardin

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

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62P12: Applications of statistics to environmental and related topics

62M05: Markov processes: estimation; hidden Markov models

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

94A17: Measures of information, entropy

62B10: Statistical aspects of information-theoretic topics

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