Twenty-one ML estimators for model selection

DOI10.1016/0005-1098(95)00058-5zbMath0836.93061OpenAlexW2084545196WikidataQ126551419 ScholiaQ126551419MaRDI QIDQ1902566

Fredrik Gustafsson, Håkan Hjalmarsson

Publication date: 2 May 1996

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(95)00058-5

zbMATH Keywords

estimationmaximum likelihoodlinear regressionmodel structure

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Identification in stochastic control theory (93E12)

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On the estimation of transfer functions, regularizations and Gaussian processes-revisited ⋮ Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes

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