On the localized estimators and generalized Akaike's criteria

DOI10.1109/TAC.1984.1103425zbMath0548.93077MaRDI QIDQ3342416

Maciej Niedźwiecki

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood criterionAkaike informationfinal prediction error criteriastochastic time-varying systems

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Identification in stochastic control theory (93E12) Statistical aspects of information-theoretic topics (62B10) Model systems in control theory (93C99)

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