Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains

DOI10.1007/s11009-008-9106-2zbMath1163.62342OpenAlexW2018127377MaRDI QIDQ1023985

André Sesboüé, Valérie Girardin

Publication date: 16 June 2009

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-008-9106-2

Mathematics Subject Classification ID

Related Items (2)

Rate of occurrence of failures (ROCOF) of higher-order for Markov processes: analysis, inference and application to financial credit ratings ⋮ Estimation using plug-in of the stationary distribution and Shannon entropy of continuous time Markov processes

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