scientific article; zbMATH DE number 218676

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zbMath0792.62086MaRDI QIDQ4694334

Jorma Rissanen, László Gerencsér

Publication date: 29 June 1993

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

zbMATH Keywords

survey prediction error multivariable systems lower bound asymptotic results recursive estimation stochastic complexity ARMA processes nonparametric problems Ljung's scheme inequality of universal codes

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99) Communication, information (94A99)

Related Items (1)

On Rissanen's predictive stochastic complexity for stationary ARMA processes

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