AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842)
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scientific article; zbMATH DE number 5654945
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| English | AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms |
scientific article; zbMATH DE number 5654945 |
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AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (English)
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8 January 2010
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non-stationary signals
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information theoretic criteria
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autoregressive models
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order selection
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forgetting factor least-squares algorithms
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0.8207205533981323
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0.7883902788162231
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0.7869347929954529
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0.7853289842605591
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0.7791854739189148
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