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Almost not patent burdened
Four of the five patents cited in the original CTW page were filed in 1997, and thus expired in 2017:
https://www.google.com/patents/US6150966
https://www.google.com/patents/US5864308
https://www.google.com/patents/EP0913035B1
https://www.google.com/patents/EP0855803A1
And the last one is just a mere two weeks from expiring:
https://www.google.com/patents/US5986591
Further searching of the inventors/assignees yielded no further patents.
Unless I missed something, Context Tree Weighting will be free from patent encumbrance very soon!