IEEE TRANSACTIONS ON SIGNAL PROCESSING, vol.42, no.6, pp.1471-1477, 1994 (Journal Indexed in SCI)
Article / Article
Title of Journal :
IEEE TRANSACTIONS ON SIGNAL PROCESSING
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.