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- W2032007145 abstract "In this paper a connection between the problems of prediction, data compression, and statistical estimation is established with the central notion being the information in a string relative to a class of processes. The earlier derived MDL-criterion for estimation of parameters, including their number, is given a fundamental information theoretic justification by showing that its estimators achieve the information in the strings. It is also shown that one cannot do prediction in gaussian ARMA processes below a bound, which is completely determined by the same estimators." @default.
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- W2032007145 date "1983-01-01" @default.
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- W2032007145 title "Information in prediction and estimation" @default.
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- W2032007145 doi "https://doi.org/10.1109/cdc.1983.269849" @default.
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