Analytic finite sample criteria for autoregressive-model order selection

Analytic finite sample equivalents for autoregressive-model order selection criteria are introduced. These equivalents are based on approximately analytic formulas and can be used in the case where the estimation method is least-squares-forward. In fact, these criteria are approximately analytic equ...

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Veröffentlicht in:	Canadian journal of electrical and computer engineering 2001-01, Vol.26 (1), p.9-12
Hauptverfasser:	Karimi, Mahmood, Bastani, Mohammad H
Format:	Artikel
Sprache:	eng
Schlagworte:	Digital signal processors
Online-Zugang:	Volltext
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