A comparative study of AR order selection methods

DOI10.1016/0165-1684(94)90071-XMaRDI QIDQ5906632zbMATH OpenOpenAlexFDO

Authors James R. Dickie, Asoke Kumar Nandi

Publication date 11 January 1995

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(94)90071-x

Mathematics Subject Classification ID

Minimal systems representations (93B20) Stochastic systems in control theory (general) (93E03)

Cited in

(2)

• An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems
• Parameter estimation in nonlinear systems with auto and crosscorrelated noise

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