Q4039983 (Q4039983): Difference between revisions
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Revision as of 04:11, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | No label defined |
scientific article |
Statements
5 June 1993
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linear dynamic systems
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time series with rational spectrum
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realization
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Kalman filter
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Gaussian likelihood function
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maximum likelihood estimates
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best fitting models
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Hankel-norm approximations
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Akaike's AIC criterion
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MDL (Minimum Description Length) principle
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asymptotic properties
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