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Convergence of Markov Chains in Information Divergence

✍ Scribed by Peter Harremoës; Klaus Kähler Holst


Publisher
Springer US
Year
2007
Tongue
English
Weight
379 KB
Volume
22
Category
Article
ISSN
0894-9840

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Statistical inference problems such as the estimation of parameters and testing composite hypothesis about stationary distributions in the set of states of Markov chains are solved. Both, the estimator and the statistic proposed are based on Rao's divergence. The asymptotic properties of the estimat