Selected papers of Hirotugu Akaike
From MaRDI portal
Publication:1271115
zbMath0902.62100MaRDI QIDQ1271115
No author found.
Publication date: 4 November 1998
Published in: Springer Series in Statistics (Search for Journal in Brave)
time seriestime domainfeedback systemsstate space modelsentropy methodsAICfrequency response analysispower-spectrum analysis
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Estimation and detection in stochastic control theory (93E10) Biographies, obituaries, personalia, bibliographies (01A70) Identification in stochastic control theory (93E12) Collected or selected works; reprintings or translations of classics (01A75) Statistical aspects of information-theoretic topics (62B10)
Related Items
Comment on ``A review of self-exciting spatiotemporal point process and their applications by Alex Reinhart ⋮ Comparing fixed and collapsing boundary versions of the diffusion model ⋮ Fast Forecast Reconciliation Using Linear Models ⋮ Quantum information criteria for model selection in quantum state estimation ⋮ Economic variable selection ⋮ Measuring the values of cricket players ⋮ Anisotropic yield surfaces after large shear deformations in pearlitic steel ⋮ Algorithm for adaptively smoothing the log-periodogram ⋮ Nonparametric identifiability in species distribution and abundance models: why it matters and how to diagnose a lack of it using simulation ⋮ Empirical quantification of predictive uncertainty due to model discrepancy by training with an ensemble of experimental designs: an application to ion channel kinetics ⋮ Assessing model mimicry using the parametric bootstrap. ⋮ New physics in \(b \rightarrow s \ell\ell\) decays with complex Wilson coefficients ⋮ SINDy-PI: a robust algorithm for parallel implicit sparse identification of nonlinear dynamics ⋮ Discrimination theory of physical processes ⋮ Parameter estimation in fluorescence recovery after photobleaching: quantitative analysis of protein binding reactions and diffusion ⋮ Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions ⋮ On the predictive risk in misspecified quantile regression ⋮ AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.