Twenty-one ML estimators for model selection (Q1902566): Difference between revisions

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+Fitting autoregressive models for prediction
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+Statistical measurement of frequency response function
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+Posterior probabilities for choosing a regression model
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+The prediction error of stationary Gaussian time series of unknown covariance
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+The estimation of the order of an ARMA process
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+Estimating the dimension of a linear system
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+Recursive estimation of mixed autoregressive-moving average order
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+Regression and time series model selection in small samples
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+Inconsistency of the AIC rule for estimating the order of autoregressive models
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+Some Comments on C P
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+Modeling by shortest data description
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+Estimation of structure by minimum description length
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+A universal prior for integers and estimation by minimum description length
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+Stochastic complexity and modeling
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+Estimating the dimension of a model
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+Selection of the order of an autoregressive model by Akaike's information criterion
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+Asymptotically efficient selection of the order of the model for estimating parameters of a linear process
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+On covariance function tests used in system identification
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+Least-informative Bayesian prior distributions for finite samples based on information theory
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+Relations between information criteria for model-structure selection Part 1. The role of bayesian model order estimation
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+On predictive least squares principles
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