A new look at the statistical model identification


A new look at the statistical model identification is a scholarly work by Hirotugu Akaike, published in 1974 in ''IEEE Transactions on Automatic Control''. The main subjects of the publication include particle filter, fault detection and isolation, mathematics, statistical inference, identification, statistical model, statistical theory, series, statistics, likelihood-ratio test, estimation theory, statistical test, computer science, maximum likelihood estimation, and algorithm. The practical utility of MAICE in time series analysis is demonstrated with some numerical examples.

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