Model-structure selection by cross-validation

DOI10.1080/00207178608933575zbMath0605.93050OpenAlexW1995398986MaRDI QIDQ3744063

Peter H. Janssen, P. Eykhoff, Petre Stoica, Torsten Söderström

Publication date: 1986

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

Full work available at URL: https://research.tue.nl/nl/publications/modelstructure-selection-by-crossvalidation(30ce4fd8-12b4-4b87-afbb-03275d046ec9).html

zbMATH Keywords

cross-validationstationary ergodic processesstructure selection criteria

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

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