The parsimony principle for a class of model structures

DOI10.1109/TAC.1985.1103999zbMath0562.93077OpenAlexW2075491688MaRDI QIDQ3676032

Petre Stoica, Benjamin Friedlander, Torsten Söderström

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1109/tac.1985.1103999

zbMATH Keywords

trace operatorautoregressive parametersparsimony principle

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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