THE DETERMINATION OF THE NUMBER OF TERMS IN A MULTICHANNEL SINUSOIDAL REGRESSION (Q4272779)

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scientific article; zbMATH DE number 472918
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THE DETERMINATION OF THE NUMBER OF TERMS IN A MULTICHANNEL SINUSOIDAL REGRESSION
scientific article; zbMATH DE number 472918

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    THE DETERMINATION OF THE NUMBER OF TERMS IN A MULTICHANNEL SINUSOIDAL REGRESSION (English)
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    8 November 1994
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    white Gaussian noise
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    multichannel time series
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    periodogram matrix
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    multichannel harmonic analysis
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    sums of sinusoids
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    information-criterion- like method
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    Bayesian information criterion
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    simulation results
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