On Rate of Convergence of Statistical Estimation of Stationary Ergodic Processes

DOI10.1109/TIT.2010.2050936zbMATH Open1366.62168WikidataQ105584799 ScholiaQ105584799MaRDI QIDQ5281330FDOQ5281330

Authors: Imre Csiszár, Zsolt Talata 

Publication date: 27 July 2017

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

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10)

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• Speed of convergence to the Perron-Frobenius stationary distribution
• Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data
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• The Wasserstein distance of order 1 for quantum spin systems on infinite lattices
• Rates of convergence to the stationary distribution for k-dimensional diffusion processes
• Markov approximation and the generalized entropy ergodic theorem for non-null stationary process
• Divergence rates of Markov order estimators and their application to statistical estimation of stationary ergodic processes
• On strong limit theorems for general information sources with an application to AEP

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