The order determination problem for linear time-varying AR models

DOI10.1109/TAC.1980.1102318MaRDI QIDQ3885654zbMATH OpenFDO

Authors Frank Kozin, Fumio Nakajima

Publication date 1980

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1980.1102318

zbMATH Keywords

maximum likelihood principlenonstationary time series

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Model systems in control theory (93C99) Identification in stochastic control theory (93E12)

Cited in

(6)

• Stabilization of Subba Rao-Liporace models.
• ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS
• Model-structure selection by cross-validation
• Order estimation of AR and ARMA models
• Seismic waves and correlation autoregressive processes
• Time-frequency analysis of multichannel signals using two-sided autoregressive modeling

This page was built for publication: The order determination problem for linear time-varying AR models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3885654)