论文信息 - Structure Estimation by Accumulated Prediction Error Criterion

Structure Estimation by Accumulated Prediction Error Criterion

Abstract In this paper a recently developed Predictiveleast squares criterion is applied to estimation of the structures and the parameters in models for vector time series. It is shown by simulations that the criterion is capableof producing consistent structure estimates.

Jorma Rissanen | Vincent Wertz | J. Rissanen | V. Wertz

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