Stochastic complexity and the mdl principle 

Author: Jorma Rissanen ^a

Affiliation:

a IBM Almaden Research Center, Ca

DOI: 10.1080/07474938708800126

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 6, Issue 1 1987 , pages 85 - 102

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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