A new look at the statistical model identification

  title={A new look at the statistical model identification},
  author={H. Akaike},
  journal={IEEE Transactions on Automatic Control},
  • H. Akaike
  • Published 1974
  • Mathematics
  • IEEE Transactions on Automatic Control
The history of the development of statistical hypothesis testing in time series analysis is reviewed briefly and it is pointed out that the hypothesis testing procedure is not adequately defined as the procedure for statistical model identification. The classical maximum likelihood estimation procedure is reviewed and a new estimate minimum information theoretical criterion (AIC) estimate (MAICE) which is designed for the purpose of statistical identification is introduced. When there are… Expand

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