Selection of the regression model order

zbMath0698.62065MaRDI QIDQ912545

Yu. Sh. Verulava, Boris T. Polyak

Publication date: 1988

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

numerical examplestrigonometric polynomialsleast squares estimatorLegendre polynomialsprior informationmodel order selectionapproximation accuracymean-square prediction error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) General nonlinear regression (62J02) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Related Items (1)

Accuracy of construction of approximating models under bounded measurement noise

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