Singular value decomposition-based MA order determination of non-Gaussian ARMA models

DOI10.1109/78.229896zbMath0825.93741OpenAlexW2154309124MaRDI QIDQ4277074

Yuan-Sheng Zhang, Unnamed Author

Publication date: 7 February 1994

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.229896

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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