AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (Q1048842)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms |
scientific article; zbMATH DE number 5654945
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms |
scientific article; zbMATH DE number 5654945 |
Statements
AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms (English)
0 references
8 January 2010
0 references
non-stationary signals
0 references
information theoretic criteria
0 references
autoregressive models
0 references
order selection
0 references
forgetting factor least-squares algorithms
0 references
0 references
0 references