The estimation of the model order in exponential families

DOI10.1109/18.42231zbMath0683.62014OpenAlexW2037570051MaRDI QIDQ4733235

Neri Merhav

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1109/18.42231

zbMATH Keywords

exponential familiesestimation of the model orderhigh exponential rate of decreaseoverestimation probabilityunderestimation probability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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