Relations between information criteria for model-structure selection Part 2. Modelling by shortest data description

DOI10.1080/00207179008953543zbMath0729.93068OpenAlexW2071993714MaRDI QIDQ3356193

Sandor M. Veres

Publication date: 1990

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179008953543

zbMATH Keywords

stochastic dynamic modelsbayesian estimator

Mathematics Subject Classification ID

Bayesian inference (62F15) Least squares and related methods for stochastic control systems (93E24) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Relations between information criteria for model-structure selection Part 2. Modelling by shortest data description

Cites Work

• Adaptive prediction by least squares predictors in stochastic regression models with applications to time series
• Strong consistency of the PLS criterion for order determination of autoregressive processes
• Modeling by shortest data description
• Relations between information criteria for model-structure selection Part 2. Modelling by shortest data description
• On the Length of Programs for Computing Finite Binary Sequences
• A formal theory of inductive inference. Part I
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