Entropy estimation and information theory form the bedrock of our understanding of uncertainty and complexity in both natural and engineered systems. At its core, entropy quantifies the ...
Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov ...
Andrews, Isaiah, Nano Barahona, Matthew Gentzkow, Ashesh Rambachan, and Jesse M. Shapiro. "Structural Estimation Under Misspecification: Theory and Implications for Practice." Quarterly Journal of ...