No label defined (Q3999264)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
23 January 1993
0 references
asymptotic theory
0 references
model structure validation
0 references
simulation comparison of methods
0 references
continuous time linear models
0 references
information criteria
0 references
selection of model structure
0 references
time-series analysis
0 references
AIC
0 references
BIC
0 references
consistency
0 references
Bayesian order estimators
0 references
model orders
0 references
convergence rate
0 references
principle of shortest data description
0 references
stochastic complexity
0 references
posterior maximum probability
0 references
discrete-time models
0 references
martingale convergence
0 references
Pascal routines
0 references
demonstration programs
0 references
MATLAB
0 references
