Entropy maximization principle and selection of the order of an autoregressive Gaussian process
type: Item
instance of: scholarly article
title: Entropy maximization principle and selection of the order of an autoregressive Gaussian process
zbMATH Open document ID: 0441.62008
DOI: 10.1007/BF02480217
author: Ryoichi Shimizu
published in: Annals of the Institute of Statistical Mathematics
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 3688468
zbMATH Keywords: entropy maximization principle
zbMATH Keywords: selection of order of autoregressive Gaussian process
zbMATH Keywords: Akaike information criterion
zbMATH Keywords: Kullback-Leibler information
zbMATH Keywords: AIC
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3688468