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A rank test based approach to order estimation. I. 2-D AR models application

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Publication:2723642
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DOI10.1109/78.771062zbMath1050.62550OpenAlexW2164286316MaRDI QIDQ2723642

Lahsen Badidi, Brahim Aksasse, Larbi Radouane

Publication date: 8 July 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.771062



Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)


Related Items (2)

A new Levinson-Durbin based 2-D AR model parameter estimation method ⋮ Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models







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