Estimation of structure by minimum description length
Estimation of structure by minimum description length
复制标题
通过最小描述长度估计结构
DOI：
10.1007/bf01599020
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发表时间：
1982
期刊：
影响因子：
--
通讯作者：
J. Rissanen
中科院分区：
文献类型：
--
作者：
J. Rissanen
本文证明了一个定理，它证明了一个较早推导出的最小描述长度估计准则能够区分向量过程线性模型中的结构。一个相当简单的算法描述的最佳模型的估计，包括其结构和参数的数量。
A theorem is proved which demonstrates that an earlier derived minimum description length estimation criterion is capable of distinguishing between structures in linear models for vector processes. A fairly simple algorithm is described for the estimation of the best model, including its structure and the number of its parameters.