A test of homogeneity for autoregressive processes

International Journal of Adaptive Control and Signal Processing

Volumn 16, Issue 3, 2002, Pages 231-242

  Gmez, Rafael Martnez Pedro ^a   Drouiche, Karim ^a,b  

^a UNIVERSIDAD POLITÉCNICA DE MADRID   (Spain)

^b UNIVERSITÉ DE CERGY PONTOISE   (France)

Author keywords

Autoregressive process; Distribution; Homogeneity test; Proportionality; Randomness; Speech detection

Indexed keywords

AUTOREGRESSIVE PROCESSES; HOMOGENEITY TEST; PROPORTIONALITY;

MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; STATISTICAL TESTS;

RANDOM PROCESSES;

EID: 0036537956     PISSN: 08906327     EISSN: None     Source Type: Journal    
DOI: 10.1002/acs.697     Document Type: Article

References (16)

1. On the asymptotic distribution of the autocorrelations of a sample from a linear stochastic process
2. Maximum power validation of models without higher-order fitting
3. Some model validation criteria based on a Kullback discrimination index
4. Nonparametric approach for non-Gaussian vector stationary processes