A criterion for vector autoregressive model selection based on Kullback's symmetric divergence

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn IV, Issue , 2005, Pages 97-100

  Seghouane, Abd Krim ^a  

^a CSIRO   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; MATHEMATICAL MODELS; VECTORS;

AUTOREGRESSIVE MODEL; KULLBACK SYMMETRIC DIVERGENCE; UNBIASED ESTIMATOR;

REGRESSION ANALYSIS;

EID: 33646816453     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2005.1415954     Document Type: Conference Paper

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