A two-stage information criterion for stochastic systems revisited

DOI10.1016/j.automatica.2011.08.051zbMath1235.93225OpenAlexW2053851546MaRDI QIDQ665218

László Gerencsér, Lorenzo Finesso

Publication date: 5 March 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.051

zbMATH Keywords

mixingprediction error methodmultivariable linear stochastic systemstwo-stage information criteria

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03)

Cites Work

• On the martingale approximation of the estimation error of ARMA parameters
• On a class of mixing processes
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A two-stage information criterion for stochastic systems revisited