A Predictive Least-Squares Principle

DOI10.1093/IMAMCI/3.2-3.211zbMath0626.93069OpenAlexW2042478193MaRDI QIDQ3030695

Jorma Rissanen

Publication date: 1986

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/3.2-3.211

zbMATH Keywords

least-squares estimationpredictive least-squares principle

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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