Analyticity of Entropy Rates of Continuous-State Hidden Markov Models

DOI10.1109/TIT.2019.2935777zbMath1433.62249arXiv1806.09589OpenAlexW2885846676MaRDI QIDQ5211550

Vladislav Z. B. Tadić, Arnaud Doucet

Publication date: 28 January 2020

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

Full work available at URL: https://arxiv.org/abs/1806.09589

zbMATH Keywords

analytically parameterized modelsanalyticity of the entropy and relative entropy ratescontinuous-state hidden Markov models

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Measures of information, entropy (94A17)

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