Publication: A consistent estimator for the model order of an autoregressive process
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Institute of Electrical and Electronics Engineers (IEEE)
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A consistent estimator for the model order of an autoregressive process is derived based on a statistical F test. Its asymptotic properties are considered. The procedure is compared with Akaike's information theoretical approach and found to result in lower model orders in general. >
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IEEE Transactions on Signal Processing
ISSN
1053-587X
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