Optimal estimation of parameters
DOI10.1017/CBO9780511791635zbMATH Open1292.62016OpenAlexW636097894MaRDI QIDQ2902189FDOQ2902189
Authors: Jorma Rissanen 
Publication date: 17 August 2012
Full work available at URL: https://doi.org/10.1017/cbo9780511791635
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- scientific article; zbMATH DE number 1438973
- Optimal Stochastic Parameter Design for Estimation Problems
Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12) Information theory (general) (94A15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)
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