Abstract
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.
Received August 17, 1981; revised January 7, 1982.
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Rissanen, J. (1982). Estimation of Structure by Minimum Description Length. In: Bultheel, A., Dewilde, P. (eds) Rational Approximation in Systems Engineering. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4899-6790-9_11
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DOI: https://doi.org/10.1007/978-1-4899-6790-9_11
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