Nonparametric statistical inference for the context tree of a stationary ergodic process
DOI10.1214/15-EJS1065zbMath1327.62457arXiv1411.7650WikidataQ101496447 ScholiaQ101496447MaRDI QIDQ887255
Florencia Leonardi, Sandro Gallo
Publication date: 28 October 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.7650
confidence boundsnonparametric inferenceconsistent estimationvariable length Markov chaincontext tree
Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (3)
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