Predictive stochastic complexity and model estimation for finite-state processes
type: Item
instance of: scholarly article
title: Predictive stochastic complexity and model estimation for finite-state processes
zbMATH Open document ID: 0804.62008
DOI: 10.1016/0378-3758(94)90092-2
author: Marcelo J. Weinberger
author: Meir Feder
published in: Journal of Statistical Planning and Inference
publication date: 1994-07-12T00:00:00Z
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 94A29
Mathematics Subject Classification ID: 62A01
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 605340
zbMATH Keywords: model estimation
zbMATH Keywords: asymptotic equivalence
zbMATH Keywords: strong consistency
zbMATH Keywords: predictive
zbMATH Keywords: nonpredictive stochastic complexities
zbMATH Keywords: finite-state models
zbMATH Keywords: universal, sequential, noiseless coding scheme
zbMATH Keywords: minimum description length
zbMATH Keywords: universal process
zbMATH Keywords: sequential decision problems
MaRDI profile type: Publication
full work available at URL: 0378-3758(94)90092-2
OpenAlex ID: W2007451064
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description: scientific article; zbMATH DE number 605340