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Cited by 898

The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.

Universal coding, information, prediction, and estimation

Rissanen, J.·1984·IEEE Transactions on Information Theory

Abstract

A connection between universal codes and the problems of prediction and statistical estimation is established. A known lower bound for the mean length of universal codes is sharpened and generalized, and optimum universal codes constructed. The bound is defined to give the information in strings relative to the considered class of processes. The earlier derived minimum description length criterion for estimation of parameters, including their number, is given a fundamental information, theoretic justification by showing that its estimators achieve the information in the strings. It is also shown that one cannot do prediction in Gaussian autoregressive moving average (ARMA) processes below a bound, which is determined by the information in the data.

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Metadata

Authors
Rissanen, J.
Venue
IEEE Transactions on Information Theory
Published
1984-07
Volume
30
Issue
4
Pages
629-636
ISSN
  • 0018-9448 (ISSN-L)
  • 1557-9654
OpenAlex
W2132119275
Cited by
898
References
1
FWCI
4.66
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Universal coding, information, prediction, and estimation. https://app.cochat.ai/papers/10.1109/tit.1984.1056936
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Rissanen, J. (1984). Universal coding, information, prediction, and estimation. IEEE Transactions on Information Theory. https://doi.org/10.1109/tit.1984.1056936

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