Order selection for vector autoregressive model

IEEE Transactions on Signal Processing

Volumn 51, Issue 2, 2003, Pages 427-433

  De Waele, Stijn ^a   Broersen, Piet M T ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Multivariate time series analysis; Order selection; Selection bias

Indexed keywords

COMPUTER SIMULATION; PARAMETER ESTIMATION; REGRESSION ANALYSIS; TIME SERIES ANALYSIS; VECTORS;

STOCHASTIC SIGNALS;

SIGNAL PROCESSING;

EID: 0037304874     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2002.806905     Document Type: Article

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