Distance measures for stochastic models

DOI10.1080/00207178108922911MaRDI QIDQ3936603zbMATH OpenOpenAlexFDO

Authors Yoram Baram

Publication date 1981

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178108922911

zbMATH Keywords

distance measureslikelihood criterionprediction criterionstochastic models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Cites work

• An information theoretic approach to dynamical systems modeling and identification
• An invariant form for the prior probability in estimation problems
• Necessary and sufficient conditions for local second-order identifiability
• On Information and Sufficiency
• Parametrizations of linear dynamical systems: Canonical forms and identifiability
• Prediction error identification methods for stationary stochastic processes
• Variance of Bayes estimates

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