On convergence rates of finite memory estimators of infinite memory processes
2010
Stationary ergodic processes with finite alphabets are approximated by finite memory processes based on an n-length realization of the process. Under the assumptions of summable continuity rate and non-nullness, a rate of convergence in d-distance is obtained, with explicit constants. Asymptotically, as n → ∞, the result is near the optimum.
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