Error exponents for AR order testing

IEEE Transactions on Information Theory

Volumn 52, Issue 2, 2006, Pages 472-488

  Boucheron, Stéphane ^a   Gassiat, Elisabeth ^b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Error exponents; Gaussian processes; Large deviations; Levinson Durbin; Order; Test; Time series

Indexed keywords

APPROXIMATION THEORY; DIFFERENTIATION (CALCULUS); ERROR ANALYSIS; MATHEMATICAL MODELS; MATRIX ALGEBRA; POLYNOMIALS; PROBABILITY DISTRIBUTIONS; TIME SERIES ANALYSIS; VECTORS;

AUTOREGRESSIVE (AR) MODELING; AUTOREGRESSIVE MOVING-AVERAGE (ARMA) MODELING; ERROR EXPONENTS; GAUSSIAN PROCESSES; INFORMATION-THEORETIC REPRESENTATION; LARGE DEVIATION; LEVINSON-DURBIN;

INFORMATION THEORY;

EID: 31744440906     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2005.862078     Document Type: Article

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