ON DETERMINATION OF THE ORDER OF AN AUTOREGRESSIVE MODEL

被引:3
|
作者
BAI, ZD
SUBRAMANYAM, K
ZHAO, LC
机构
关键词
D O I
10.1016/0047-259X(88)90114-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:40 / 52
页数:13
相关论文
共 50 条
  • [1] Autoregressive Model Order Determination
    Nikolov, Ventsislav
    [J]. INTELLIGENT SYSTEMS AND APPLICATIONS, INTELLISYS, VOL 2, 2019, 869 : 577 - 587
  • [2] SOME RELATIONS BETWEEN THE VARIOUS CRITERIA FOR AUTOREGRESSIVE MODEL ORDER DETERMINATION
    BURSHTEIN, D
    WEINSTEIN, E
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1985, 33 (04): : 1017 - 1019
  • [3] DETERMINING THE ORDER OF AN AUTOREGRESSIVE MODEL
    CARR, MB
    [J]. BULLETIN OF THE AMERICAN METEOROLOGICAL SOCIETY, 1981, 62 (06) : 886 - 886
  • [4] Two-dimensional non-gaussian autoregressive model order determination
    Rital, S
    Meziane, A
    Rziza, M
    Aboutajdine, D
    [J]. IEEE SIGNAL PROCESSING LETTERS, 2002, 9 (12) : 426 - 428
  • [5] Determining the order of the functional autoregressive model
    Kokoszka, Piotr
    Reimherr, Matthew
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2013, 34 (01) : 116 - 129
  • [6] ORDER DETERMINATION FOR AUTOREGRESSIVE PROCESSES USING RESAMPLING METHODS
    CHEN, CH
    DAVIS, RA
    BROCKWELL, PJ
    BAI, ZD
    [J]. STATISTICA SINICA, 1993, 3 (02) : 481 - 500
  • [7] INFORMATION COMPLEXITY CRITERION FOR ORDER DETERMINATION IN AUTOREGRESSIVE MODELS
    Asikgil, Baris
    [J]. HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2011, 40 (04): : 601 - 607
  • [8] A CONSISTENT ESTIMATOR FOR THE MODEL ORDER OF AN AUTOREGRESSIVE PROCESS
    CIFTCIOGLU, O
    HOOGENBOOM, JE
    VANDAM, H
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1994, 42 (06) : 1471 - 1477
  • [9] Influence of the Autoregressive Model Order on Damage Detection
    Figueiredo, Eloi
    Figueiras, Joaquim
    Park, Gyuhae
    Farrar, Charles R.
    Worden, Keith
    [J]. COMPUTER-AIDED CIVIL AND INFRASTRUCTURE ENGINEERING, 2011, 26 (03) : 225 - 238
  • [10] Consistent estimator for the model order of an autoregressive process
    CIftcioglu, Ozer
    Hoogenboom, Eduard
    van Dam, Hugo
    [J]. IEEE Transactions on Signal Processing, 1994, 42 (06) : 1417 - 1477