Order estimation of AR and ARMA models
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Publication:3815234
DOI10.1080/00207728808547150zbMath0663.93073MaRDI QIDQ3815234
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Publication date: 1988
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728808547150
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
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Some Tests for Determining the Number of Effective Modes, Some Tests for Determining the Number of Effective Modes, Term clustering and the order selection of linear continuous systems
Cites Work
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- Linear time-variable systems: Balancing and model reduction
- A simple order-determination method based on a generalized adaptive law
- On balancing linear symmetric systems
- The order determination problem for linear time-varying AR models
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- On estimating the orders of an autoregressive process