Distance measures for stochastic models

DOI10.1080/00207178108922911zbMath0478.93050OpenAlexW2065849511MaRDI QIDQ3936603

Yoram Baram

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/00207178108922911

zbMATH Keywords

stochastic modelsdistance measuresprediction criterionlikelihood criterion

Mathematics Subject Classification ID

Cites Work

• Parametrizations of linear dynamical systems: Canonical forms and identifiability
• Prediction error identification methods for stationary stochastic processes
• An information theoretic approach to dynamical systems modeling and identification
• Necessary and sufficient conditions for local second-order identifiability
• Variance of Bayes estimates
• On Information and Sufficiency
• An invariant form for the prior probability in estimation problems

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