3 papers
math.ST2016
A New Approach to Inverse Local Times
Angel Rodolfo Baigorri
In 1981 F. Knight published an article with a partial solution to a problem proposed by Ito-McKean see [Ito,[p.217]]. In this paper Knight, see [Knight], characterized the Levy mea…
math.ST2012
Non Asymptotic Performance of Some Markov Chains Order Estimators
Angel Rodolfo Baigorri
In what follows we study non asymptotic behavior of different well known estimators AIC(\cite{Tong}), BIC(\cite{Schwarz}) and EDC(\cite{Zhao,Dorea}) in contrast with the Markov cha…
math.ST2009
Markov Chain Order Estimation and Relative Entropy
A. R. Baigorri, C. R. Goncalves, P. A. A. Resende
We use the also called relative entropy as a measure of diversity between probability densities and review its basic properties. In the sequence we define a few obje…