DocumentCode
1534213
Title
On Rate of Convergence of Statistical Estimation of Stationary Ergodic Processes
Author
Csiszár, Imre ; Talata, Zsolt
Author_Institution
Alfred Renyi Inst. of Math., Hungarian Acad. of Sci., Budapest, Hungary
Volume
56
Issue
8
fYear
2010
Firstpage
3637
Lastpage
3641
Abstract
Stationary ergodic processes with finite alphabets are approximated by finite memory processes based on an n-length realization of the process. Under the assumptions of summable continuity rate and non-nullness, a rate of convergence in d̅-distance is obtained, with explicit constants. Asymptotically, as n → ∞, the result is near the optimum.
Keywords
Markov processes; approximation theory; estimation theory; Markov approximation; finite alphabets; finite memory processes; n-length realization; stationary ergodic processes; statistical estimation convergence; Conferences; Convergence; Entropy; Hamming distance; Information theory; Markov processes; Mathematics; Random sequences; Stochastic processes; Finite memory estimators; Markov approximation; infinite memory; rate of convergence; stationary ergodic processes; statistical estimation;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2010.2050936
Filename
5508630
Link To Document