scientific article

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

entropy classification time series hypothesis testing linear regression parameter estimates model validation nonparametric density estimation autoregressive moving average stochastic complexity ARMA processes coding system ARMAX algorithmic theory of information autoregressive moving average with inputs minmum description length predictive least squares principles

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30) Statistical aspects of information-theoretic topics (62B10)

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