Density estimation by stochastic complexity

Convergence of Stochastic Processes.

1985 • 2,394 citations

Convergence of Stochastic Processes

1984 • 1,798 citations

A Universal Prior for Integers and Estimation by Minimum Description Length

1983 • 1,688 citations

Universal codeword sets and representations of the integers

1975 • 1,180 citations

Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach

1984 • 987 citations

Stochastic Complexity and Modeling

1986 • 959 citations

Universal coding, information, prediction, and estimation

1984 • 923 citations

STOCHASTIC COMPLEXITY IN STATISTICAL INQUIRY

1991 • 637 citations

A Course in Density Estimation.

1988 • 524 citations

Minimum complexity density estimation

1991 • 512 citations

Approximation of Density Functions by Sequences of Exponential Families

1991 • 220 citations

Complexity of strings in the class of Markov sources

1986 • 196 citations

A Predictive Least-Squares Principle

1986 • 131 citations

On a class of mixing processes

1989 • 102 citations

On stochastic complexity and nonparametric density estimation

1988 • 75 citations

Strong Consistency of the PLS Criterion for Order Determination of Autoregressive Processes

1989 • 71 citations

Minimax noiseless universal coding for Markov sources

1983 • 67 citations

Efficient universal noiseless source codes

1981 • 66 citations

Prequential data analysis

1992 • 63 citations

Recursive Estimation of Autoregressions

1989 • 58 citations

A prediction bound for Gaussian ARMA processes

1986 • 25 citations

On Stochastic Complexity and Nonparametric Density Estimation

1988 • 16 citations