Geodesic
An entropy estimator for a~class of infinite alphabet processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 3, pp. 610-621

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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. 
@article{TVP_1998_43_3_a12,
     author = {A. N. Quas},
     title = {An entropy estimator for a~class of infinite alphabet processes},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {610--621},
     publisher = {mathdoc},
     volume = {43},
     number = {3},
     year = {1998},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a12/}
}
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A. N. Quas. An entropy estimator for a~class of infinite alphabet processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 3, pp. 610-621. http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a12/