Density estimation by stochastic complexity

Jorma Rissanen, Terry P. Speed, Bin Yu. Density estimation by stochastic complexity. IEEE Transactions on Information Theory, 38(2):315-323, 1992.

@article{RissanenSY92,
  title = {Density estimation by stochastic complexity},
  author = {Jorma Rissanen and Terry P. Speed and Bin Yu},
  year = {1992},
  researchr = {https://researchr.org/publication/RissanenSY92},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Information Theory},
  volume = {38},
  number = {2},
  pages = {315-323},
}