scientific article; zbMATH DE number 6193728
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Publication:5326958
zbMath1268.62113arXivmath/0702765MaRDI QIDQ5326958
Ciprian Doru Giurcăneanu, Jorma Rissanen
Publication date: 1 August 2013
Full work available at URL: https://arxiv.org/abs/math/0702765
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fisher informationminimum description length principleMonte Carlo techniquesnormalized maximum likelihood universal model
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Monte Carlo methods (65C05)
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