AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms
DOI10.1016/j.sigpro.2009.07.011zbMath1177.94087OpenAlexW1975131171WikidataQ58466645 ScholiaQ58466645MaRDI QIDQ1048842
Seyed Alireza Razavi, Ciprian Doru Giurcăneanu
Publication date: 8 January 2010
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.07.011
autoregressive modelsnon-stationary signalsorder selectioninformation theoretic criteriaforgetting factor least-squares algorithms
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13)
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