Modified AIC and MDL model selection criteria for short data records

IEEE Transactions on Instrumentation and Measurement

Volumn 54, Issue 1, 2005, Pages 144-150

  De Ridder, Fjo ^a   Pintelon, Rik ^a   Schoukens, Johan ^a   Gillikin, David Paul ^a  

^a VRIJE UNIVERSITEIT BRUSSEL   (Belgium)

Author keywords

Akaike information criterion (AIC); Finite sample; Minimum description length (MDL); Model selection

Indexed keywords

COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; DISCRETE FOURIER TRANSFORMS; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; SIGNAL TO NOISE RATIO;

AKAIKE INFORMATION CRITERION (AIC); FINITE SAMPLE BEHAVIOR; MINIMUM DESCRIPTION LENGTH (MDL); MODEL SELECTION;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 13244283208     PISSN: 00189456     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIM.2004.838132     Document Type: Article

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