Stochastic Complexity in Statistical Inquiry. Jorma Rissanen

Stochastic Complexity in Statistical Inquiry



Download Stochastic Complexity in Statistical Inquiry



Stochastic Complexity in Statistical Inquiry Jorma Rissanen ebook djvu
Publisher: World Scientific Pub Co Inc
Language: English
Page: 96
ISBN: 9971508591, 9789971508593

Review

"... this book summarizes his work on a level that requires few mathematical skills ... This treatise comprises a valuable, compact and up-to-date elementary survey of a rapidly growing new field in statistics. Mathematical Reviews, 1992 "The book is a significant contribution to the literature on systems modelling. It represents currently the only comprehensive presentation of the MDL modelling methodology. This is, in my opinion, a powerful methodology, which is likely to play an increasingly important role in the modelling business in the years ahead." Int'l Journal General Systems, 1993



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