AR( infinity ) estimation and nonparametric stochastic complexity
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Publication:4024553
DOI10.1109/18.165449zbMath0773.93080OpenAlexW1483765329MaRDI QIDQ4024553
Publication date: 4 February 1993
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.165449
Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Stochastic systems in control theory (general) (93E03)
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