Finite sample criteria for autoregressive order selection

IEEE Transactions on Signal Processing

Volumn 48, Issue 12, 2000, Pages 3550-3558

  Broersen, Piet M T ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; LEAST SQUARES APPROXIMATIONS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

AUTOREGRESSIVE ESTIMATION ALGORITHM; AUTOREGRESSIVE ORDER SELECTION; COMBINED INFORMATION CRITERION; FINITE SAMPLE INFORMATION CRITERION;

SIGNAL PROCESSING;

EID: 0034498690     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.887047     Document Type: Article

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