Estimation of the Entropy Rate of a Countable Markov Chain

DOI10.1080/03610920701270964zbMath1128.62092OpenAlexW2065947175MaRDI QIDQ5438316

Valérie Girardin, Gabriela Ciuperca

Publication date: 23 January 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701270964

zbMATH Keywords

homogeneous Markov chainnonparametric estimationplug-in estimatorparametric estimationempirical estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Statistical aspects of information-theoretic topics (62B10)

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