scientific article; zbMATH DE number 922654

MaRDI QIDQ4893178zbMATH OpenFDO

Authors Asoke Kumar Nandi, James R. Dickie

Publication date 11 November 1996

zbMATH Keywords

simulationsignal processingstationary time seriesspectrumorder selectionautoregressive modelsadditive-noisecumulant domain approachnoise-free

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(7)

• A new auto-regressive order selection algorithm
• Model validation and order selection for linear model fitting using third- and fourth-order cumulants
• Adaptive time-frequency analysis based on autoregressive modeling
• Selecting optimal ARMA order by a minimum spectrum distance criterion
• On the existence of autoregressive models for third-order cumulant matching
• Incorporating lag order selection uncertainty in parameter inference for AR models
• Research on signal-to-noise ratio in order selection of AR model

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