Minimum Message Length Order Selection and Parameter Estimation of Moving Average Models

Daniel F. Schmidt. Minimum Message Length Order Selection and Parameter Estimation of Moving Average Models. In David L. Dowe, editor, Algorithmic Probability and Friends. Bayesian Prediction and Artificial Intelligence - Papers from the Ray Solomonoff 85th Memorial Conference, Melbourne, VIC, Australia, November 30 - December 2, 2011. Volume 7070 of Lecture Notes in Computer Science, pages 327-338, Springer, 2011. [doi]

Abstract

Abstract is missing.