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Information geometry approach to parameter estimation in Markov chains - MaRDI portal

Information geometry approach to parameter estimation in Markov chains (Q309718)

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scientific article; zbMATH DE number 6624585
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English
Information geometry approach to parameter estimation in Markov chains
scientific article; zbMATH DE number 6624585

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    Information geometry approach to parameter estimation in Markov chains (English)
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    7 September 2016
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    exponential family
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    natural parameter
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    expectation parameter
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    relative entropy
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    Fisher information matrix
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    asymptotic efficient estimator
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