Estimating the Order of an Autoregressive Model Using Normalized Maximum Likelihood

DOI10.1109/TSP.2010.2091956zbMath1392.94440OpenAlexW2101089059MaRDI QIDQ4572782

Daniel F. Schmidt, Enes Makalic

Publication date: 18 July 2018

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

Full work available at URL: https://doi.org/10.1109/tsp.2010.2091956

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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