AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms
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Publication:1048842
DOI10.1016/j.sigpro.2009.07.011zbMath1177.94087WikidataQ58466645 ScholiaQ58466645MaRDI QIDQ1048842
Ciprian Doru Giurcăneanu, Seyed Alireza Razavi
Publication date: 8 January 2010
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.07.011
autoregressive models; non-stationary signals; order selection; information theoretic criteria; forgetting factor least-squares algorithms
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
94A13: Detection theory in information and communication theory
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