Model approximations via prediction error identification

This publication has 8 references indexed in Scilit:

• An upper bound on the mean-square error for Bayesian parameter estimators (Corresp.)
  IEEE Transactions on Information Theory, 1976
• Prediction error identification methods for stationary stochastic processes
  IEEE Transactions on Automatic Control, 1976
• On consistency and identifiability
  Published by Springer Nature ,1976
• A Note on the Consistency of Maximum Likelihood Estimates for Finite Families of Stochastic Processes
  The Annals of Statistics, 1975
• Bounds for identification error and a quantitative measure of identifiability
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,1974
• A generalized likelihood ratio approach to state estimation in linear systems subjects to abrupt changes
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,1974
• Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)
  IEEE Transactions on Information Theory, 1974
• Variance of Bayes estimates
  IEEE Transactions on Information Theory, 1971