Cumulant-based order selection of non-Gaussian autoregressive moving average models: The corner method

DOI10.1016/J.SIGPRO.2004.10.011zbMath1148.94437OpenAlexW2017826663MaRDI QIDQ956170

Adnan M. Al-Smadi

Publication date: 25 November 2008

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2004.10.011

zbMATH Keywords

eigenvaluethird-order cumulantARMA model orders selection

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics (62P99) Communication, information (94A99)

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