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- W2065849511 abstract "A generalized, criterion-based definition of distance measures between stochastic models is introduced and shown to be useful in treating a variety of modelling problems. The distance measures induced by the likelihood criterion and by a prediction criterion are investigated in detail. The computation and estimation of distances within a given model set, and between a given model and the true model for the observed process, are of particular interest. The proposed prediction distance is shown to have the unique property that the distance between a given model and the actual, unknown model may be estimated from am ergodic sequence of observations. This distance can then be used to evaluate the compatibility of a given model as an approximation of the true model." @default.
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- W2065849511 title "Distance measures for stochastic models" @default.
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- W2065849511 doi "https://doi.org/10.1080/00207178108922911" @default.
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