AR( infinity ) estimation and nonparametric stochastic complexity

DOI10.1109/18.165449zbMath0773.93080OpenAlexW1483765329MaRDI QIDQ4024553

László Gerencsér

Publication date: 4 February 1993

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.165449

zbMATH Keywords

stochastic complexitymodel order determination problems

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Stochastic systems in control theory (general) (93E03)

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