Complexity Reference: compref277 (BibTex)

Authors: Rissanen,J

Year: 1987

Title: Stochastic Complexity and the MDL Principle

Journal: Econometric Reviews, 6, 85-102

Comments: A means of comparing stochastic models regardless of the number of parameters in them is proposed. This is the stochastic complexity: the greatest lower bound with which the data can be encoded.

Keywords: STATISTICS, INFORMATION, ECONOMIC, COMPLEXITY,

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Bruce Edmonds, Centre for Policy Modelling, Manchester Metropolitan University