An Entropy Estimator for a Class of Infinite Alphabet Processes

DOI10.1137/S0040585X97977100MaRDI QIDQ4954380zbMATH OpenFDO

Authors Anthony Quas

Publication date 6 June 2000

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97977100

zbMATH Keywords

entropy estimatorprefixes

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Stationary stochastic processes (60G10) Statistical aspects of information-theoretic topics (62B10) Nonparametric estimation (62G05)

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• Non-parametric change-point estimation using string matching algorithms
• BIAS REDUCTION OF THE NEAREST NEIGHBOR ENTROPY ESTIMATOR
• A Central Limit Theorem for Non-Overlapping Return Times
• Symbolic transfer entropy rate is equal to transfer entropy rate for bivariate finite-alphabet stationary ergodic Markov processes

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