Large-scale typicality of Markov sample paths and consistency of MDL order estimators. (English) Zbl 1060.62092
MSC:
| 62M05 | Markov processes: estimation; hidden Markov models |
| 60F15 | Strong limit theorems |
| 60J10 | Markov chains (discrete-time Markov processes on discrete state spaces) |
| 62B10 | Statistical aspects of information-theoretic topics |
