Information geometry approach to parameter estimation in Markov chains
From MaRDI portal
Publication:309718
DOI10.1214/15-AOS1420zbMath1347.62182arXiv1401.3814MaRDI QIDQ309718
Shun Watanabe, Masahito Hayashi
Publication date: 7 September 2016
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.3814
relative entropyexponential familyFisher information matrixnatural parameterasymptotic efficient estimatorexpectation parameter
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