Rissanen, J.J.
IBM Almaden Res. Center, San Jose, CA;
This paper appears in: Information Theory, IEEE Transactions on
Publication Date: Jan 1996
Volume: 42,
Issue: 1
On page(s): 40-47
ISSN: 0018-9448
References Cited: 21
CODEN: IETTAW
INSPEC Accession Number: 5196851
Digital Object Identifier: 10.1109/18.481776
Posted online: 2002-08-06 20:16:49.0
Abstract
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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