A Bayesian comparison of different classes of dynamic models using empirical data

DOI10.1109/TAC.1977.1101594MaRDI QIDQ4148634zbMATH OpenOpenAlexFDO

Authors Rangasami L. Kashyap

Publication date 1977

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1977.1101594

Mathematics Subject Classification ID

Stochastic analysis (60H99) Bayesian problems; characterization of Bayes procedures (62C10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(16)

• Maximum likelihood and prediction error methods
• Synthesis or selection of forecasting models
• AR and ARMA spectral estimation
• Dynamical effects of overparametrization in nonlinear models
• Term clustering and the order selection of linear continuous systems
• Growing regression tree forests by classification for continuous object pose estimation
• When are two multivariate random processes indistinguishable
• Structure identification of nonlinear dynamic systems - A survey on input/output approaches
• Selecting nonlinear time series models using information criteria
• ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
• Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
• Model-structure selection by cross-validation
• Model selection and validation methods for non-linear systems
• Application and comparison of different identification schemes under industrial conditions
• On the parsimony principle
• Application of a general multi-model approach for identification of highly nonlinear processes-a case study

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