Jul 12, 2010 � Under the assumptions of summable continuity rate and non-nullness, a rate of convergence in d̅ -distance is obtained, with explicit constants.
Abstract—Stationary ergodic processes with finite alphabets are approximated by finite memory processes based on an n-length re- alization of the process.
Stationary ergodic processes with finite alphabets are approximated by finite memory processes based on an n-length realization of the process.
on Rate of Convergence of Statistical Estimation of Stationary Ergodic Processes � IEEE Transactions on Information Theory 56(8): 3637-3641 � 2010 � Related�...
(2010). On Rate of Convergence of Statistical Estimation of Stationary Ergodic Processes. IEEE Transactions on Information Theory, 56(8), 3637-3641. pdf�...
In this paper, we consider numerical algorithms for approximating the ergodic means of switching diffusions using a decreasing step-size sequence. We focus on�...
Stationary ergodic processes with finite alphabets are estimated by finite memory processes from a sample, an n-length realization of the process,�...
This is one of the most widely used metrics over stationary processes. Under the assumptions of summable continuity rate and non-nullness, a rate of convergence�...
Award # 0906929 - Information-Theoretical Methods in Statistics
www.nsf.gov › awardsearch › showAward
Imre Csiszar, Zsolt Talata "On Rate of Convergence of Statistical Estimation of Stationary Ergodic Processes" IEEE Transactions on Information Theory , v.56�...
The problem of statistical estimation of stationary ergodic processes by finite memory processes is considered, and the following distance is used. The per�...