Cumulant-based order selection of non-Gaussian autoregressive moving average models: The corner method

Signal Processing

Volumn 85, Issue 3, 2005, Pages 449-456

  Al Smadi, Adnan ^a  

^a YARMOUK UNIVERSITY   (Jordan)

Author keywords

ARMA model orders selection; Eigenvalue; Third order cumulant

Indexed keywords

ADAPTIVE CONTROL SYSTEMS; COMPUTER SIMULATION; DISPLAY DEVICES; EIGENVALUES AND EIGENFUNCTIONS; GAUSSIAN NOISE (ELECTRONIC); MATHEMATICAL MODELS; PROBLEM SOLVING; RANDOM PROCESSES; SPEECH PROCESSING; TIME SERIES ANALYSIS;

ARMA MODEL ORDERS SELECTION; BIOMEDICAL SIGNAL PROCESSING; EIGENVALUES; THIRD-ORDER CUMULANT;

SIGNAL PROCESSING;

EID: 13444273382     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2004.10.011     Document Type: Article

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