Statistical Inference on Memory Structure of Processes and Its Applications to Information Theory
Zsolt Talata · 2016
Abstract : Three areas were investigated. First, new memory models of discrete-time and finitely-valued information sources are introduced and a universal code for the new model class is presented. An algorithm is developed to compute the code, and its practical (polynomial) computational and storage complexities are proved. Second, a statistical method is developed to estimate the memory depth of discrete-time and continuously-valued times series from a sample. (A practical algorithm to compute the estimator is a work in progress.)