Entropy estimators and serial tests for ergodic chains

DOI10.1109/18.945259zbMATH Open1021.94512OpenAlexW2121382721MaRDI QIDQ4544683FDOQ4544683

Authors: Stefan Wegenkittl 

Publication date: 4 August 2002

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/49cc8c1fa6bd518fd8cf910131562137e6971507

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• scientific article; zbMATH DE number 3967562

zbMATH Keywords

entropy estimateergodic Markov chainsuniversal testsserial tests

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Measures of information, entropy (94A17)

Cited In (2)

• An efficient integrated nonparametric entropy estimator of serial dependence
• Bound on extended \(f\)-divergences for a variety of classes.

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