Journal of Multivariate Analysis · 1986 · 110 citations · 13 references
EngineeringElectrical EngineeringMathematicsInformation TheoryProbability TheoryStochastic ProcessesDigital Signal ProcessingKalman FilteringMaximum Likelihood EstimationNoiseSignal Detection TheorySignal ProcessingDetection TheoryNoise EstimationRandom Matrices
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Modeling by shortest data description
J. Rissanen · Automatica · 1978 · 6K citations
Estimating Linear Statistical Relationships
T. W. Anderson · The Annals of Statistics · 1984 · 283 citations · Full text