Relations between information criteria for model-structure selection Part 1. The role of bayesian model order estimation (Q3198704)
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scientific article; zbMATH DE number 4174129
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| English | Relations between information criteria for model-structure selection Part 1. The role of bayesian model order estimation |
scientific article; zbMATH DE number 4174129 |
Statements
Relations between information criteria for model-structure selection Part 1. The role of bayesian model order estimation (English)
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1990
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order estimation
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exponential stability
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ARMAX models
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structure selection
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ARMA models
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complexity criterion
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Model structure estimation
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prediction error identification
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best model structure
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strong consistency
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information criteria
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penalty terms
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0.8559310436248779
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0.7918117642402649
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0.7869241237640381
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0.7805452346801758
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