A CONSISTENT ESTIMATOR FOR THE MODEL ORDER OF AN AUTOREGRESSIVE PROCESS

CIFTCIOGLU O., HOOGENBOOM J., VANDAM H.

IEEE TRANSACTIONS ON SIGNAL PROCESSING, cilt.42, sa.6, ss.1471-1477, 1994 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 42 Sayı: 6
  • Basım Tarihi: 1994
  • Doi Numarası: 10.1109/78.286962
  • Dergi Adı: IEEE TRANSACTIONS ON SIGNAL PROCESSING
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.1471-1477
  • İstanbul Teknik Üniversitesi Adresli: Hayır

Özet

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.