Consistent order selection for noncausal autoregressive models via higher-order statistics

DOI10.1016/0005-1098(90)90125-2zbMath0719.93084OpenAlexW2019136388MaRDI QIDQ2640547

Tugnait, Jitendra K.

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90125-2

zbMATH Keywords

numerical exampleorder selectionnoncausal autoregressive modelthird-order statistics

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (2)

Consistent parameter estimation for non-causal autoregressive models via higher-order statistics ⋮ Identifiability of general ARMA processes using linear cumulant-based estimators

Cites Work

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