Rissanen, Jorma Stochastic complexity in statistical inquiry. (English) Zbl 0800.68508 Series in Computer Science. 15. Singapore etc.: World Scientific. iii, 177 p. (1989). Cited in 132 Documents MSC: 68Q30 Algorithmic information theory (Kolmogorov complexity, etc.) 62-02 Research exposition (monographs, survey articles) pertaining to statistics 62B10 Statistical aspects of information-theoretic topics Keywords:stochastic complexity; algorithmic theory of information; entropy; minmum description length; coding system; nonparametric density estimation; model validation; parameter estimates; hypothesis testing; linear regression; predictive least squares principles; time series; autoregressive moving average; ARMAX; autoregressive moving average with inputs; ARMA processes; classification PDFBibTeX XMLCite \textit{J. Rissanen}, Stochastic complexity in statistical inquiry. Singapore etc.: World Scientific (1989; Zbl 0800.68508)