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A two-stage information criterion for stochastic systems revisited - MaRDI portal

A two-stage information criterion for stochastic systems revisited (Q665218)

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scientific article; zbMATH DE number 6011977
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English
A two-stage information criterion for stochastic systems revisited
scientific article; zbMATH DE number 6011977

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    A two-stage information criterion for stochastic systems revisited (English)
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    5 March 2012
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    two-stage information criteria
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    multivariable linear stochastic systems
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    prediction error method
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    mixing
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