A minimum-eigenvalue ratio test of the product-moment matrix for time-series model-order estimates

DOI10.1093/IMAMCI/17.1.43zbMath0963.93033OpenAlexW2056892902MaRDI QIDQ4946753

Hong Zhao, Huixin Chen, P. P. G. Dyke

Publication date: 25 June 2001

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/17.1.43

zbMATH Keywords

minimum-eigenvalue ratio testorder of linear time seriesproduct-moment matrix

Mathematics Subject Classification ID

Eigenvalue problems (93B60)

This page was built for publication: A minimum-eigenvalue ratio test of the product-moment matrix for time-series model-order estimates