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Large-scale typicality of Markov sample paths and consistency of MDL order estimators. (English) Zbl 1060.62092


MSC:

62M05 Markov processes: estimation; hidden Markov models
60F15 Strong limit theorems
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
62B10 Statistical aspects of information-theoretic topics

Citations:

Zbl 1105.62311
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