On convergence rates of finite memory estimators of infinite memory processes
Imre Csiszár, Zsolt Talata · 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 d̅-distance is obtained, with explicit constants. Asymptotically, as n → ∞, the result is near the optimum.