Circuits, Systems and Signal Processing

, Volume 1, Issue 3–4, pp 395–406

Estimation of structure by minimum description length

  • J. Rissanen
Articles

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.

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Copyright information

© Birkhäuser Boston, Inc. 1982

Authors and Affiliations

  • J. Rissanen
    • 1
  1. 1.IBM CorporationSan JoseUSA

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