On Finite Sample Theory for Autoregressive Model Order Selection

DOI10.1109/TSP.1993.193138zbMath0850.93785MaRDI QIDQ4034629

Piet M. T. Broersen, H. Einar Wensink

Publication date: 16 May 1993

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (5)

A new coefficient estimation method for autoregressive systems using cumulants ⋮ New autoregressive (AR) order selection criteria based on the prediction error estimation ⋮ A robust recursive technique for pole-zero system model order estimation ⋮ Estimating the steady-state mean from short transient simulations ⋮ Akaike’s information criterion correction for the least-squares autoregressive spectral estimator

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