Entropy estimators and serial tests for ergodic chains

DOI10.1109/18.945259MaRDI QIDQ4544683zbMATH OpenOpenAlexFDO

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

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)

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

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