This article is cited in 15 papers

Short Communications

An entropy estimator for a class of infinite alphabet processes

A. N. Quas

Department of pure mathematics and mathematical statistics, University of Cambridge, England

Abstract: Motivated by recent work by Kontoyiannis and Suhov, and by Shields, we present an entropy estimator which works for a class of ergodic finite entropy infinite symbol processes for which the entropy of the time-zero partition is finite, and which satisfy a “Doeblin condition”. The results are then extended to random fields indexed by $\mathbb{Z}^d$.

Keywords: entropy estimator, prefixes.

Received: 14.07.1997

Language: English

DOI: 10.4213/tvp1566

 English version: Theory of Probability and its Applications, 1998, 43:3, 496–507

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