Fisher information and stochastic complexity
Rissanen, J.J.
Information Theory, IEEE Transactions on
Volume 42, Issue 1, Jan 1996 Page(s):40 - 47
Digital Object Identifier   10.1109/18.481776
Summary:By taking into account the Fisher information and removing an inherent redundancy in earlier two-part codes, a sharper code length as the stochastic complexity and the associated universal process are derived for a class of parametric processes. The main condition required is that the maximum-likelihood estimates satisfy the central limit theorem. The same code length is also obtained from the so-called maximum-likelihood code

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