Stochastic Processes With Random Contexts: A Characterization and Adaptive Estimators for the Transition Probabilities

DOI10.1109/TIT.2015.2496200zbMath1359.60049arXiv1309.2819OpenAlexW3106270354WikidataQ101496397 ScholiaQ101496397MaRDI QIDQ2977195

Roberto Imbuzeiro Oliveira

Publication date: 28 April 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.2819

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convergence of probability measures (60B10) Renewal theory (60K05)

Related Items (1)

Non-regular g-measures and variable length memory chains

This page was built for publication: Stochastic Processes With Random Contexts: A Characterization and Adaptive Estimators for the Transition Probabilities