A Monte Carlo estimation of the entropy for Markov chains

DOI10.1007/s11009-006-9010-6zbMath1115.62011MaRDI QIDQ2642483

Didier Chauveau, Pierre Vandekerkhove

Publication date: 17 August 2007

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-9010-6

zbMATH Keywords

Markov chains; Stability; Entropy; Kullback information; Rate in central limit theorems

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

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

62B10: Statistical aspects of information-theoretic topics

Related Items

Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models

Cites Work

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