On the residual variance and the prediction error for the LSF estimation method and new modified finite sample criteria for autoregressive model order selection

DOI10.1109/TSP.2005.849182zbMath1373.62438OpenAlexW2096524677MaRDI QIDQ5355790

Mahmood Karimi

Publication date: 20 September 2017

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

Full work available at URL: https://doi.org/10.1109/tsp.2005.849182

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Sampling theory in information and communication theory (94A20)

Related Items (3)

New autoregressive (AR) order selection criteria based on the prediction error estimation ⋮ Order selection criteria for vector autoregressive models ⋮ Finite sample FPE and AIC criteria for autoregressive model order selection using same-realization predictions

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