Publication:5326958
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zbMath1268.62113arXivmath/0702765MaRDI QIDQ5326958
Ciprian Doru Giurcăneanu, Jorma Rissanen
Publication date: 1 August 2013
Full work available at URL: https://arxiv.org/abs/math/0702765
Fisher information; minimum description length principle; Monte Carlo techniques; normalized maximum likelihood universal model
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
62F10: Point estimation
65C05: Monte Carlo methods
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