Relations between information criteria for model-structure selection Part 3. Strong consistency of the predictive least squares criterion

DOI10.1080/00207179008953564zbMath0729.93069OpenAlexW1993331960MaRDI QIDQ3356194

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/10.1080/00207179008953564

zbMATH Keywords

maximum likelihood estimatorARMA processesleast squares structures selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic systems in control theory (general) (93E03)

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On Rissanen's predictive stochastic complexity for stationary ARMA processes

Cites Work

• Estimating the dimension of a model
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