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Entropy maximization principle and selection of the order of an autoregressive Gaussian process - MaRDI portal

Entropy maximization principle and selection of the order of an autoregressive Gaussian process (Q1143081)

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scientific article; zbMATH DE number 3688468
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Entropy maximization principle and selection of the order of an autoregressive Gaussian process
scientific article; zbMATH DE number 3688468

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    Entropy maximization principle and selection of the order of an autoregressive Gaussian process (English)
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    1978
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    entropy maximization principle
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    selection of order of autoregressive Gaussian process
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    Akaike information criterion
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    Kullback-Leibler information
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    AIC
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