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

DOI10.1007/S11009-008-9106-2MaRDI QIDQ1023985zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Measures of information, entropy (94A17)

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• Asymptotic Results for the MPL Estimators of the Contact Process of Orderp
• Asymptotic normality of the maximum likelihood estimate in Markov processes
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• Estimation of transition probabilities in a two-state markov chain
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Cited in

(5)

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