Stochastic complexity and the mdl principle

DOI10.1080/07474938708800126zbMath0718.62008MaRDI QIDQ5750090

Jorma Rissanen

Publication date: 1987

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938708800126

zbMATH Keywords

stochastic complexity; minimum description length principle; MDL principle; shortest code length; estimation of laws; global maximum likelihood; small sample hypothesis testing

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F10: Point estimation

62B10: Statistical aspects of information-theoretic topics

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