A comparative study of AR order selection methods

Author:

Dickie James R.,Nandi Asoke K.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Computer Vision and Pattern Recognition,Signal Processing,Software,Control and Systems Engineering

Reference11 articles.

1. A new look at the statistical model identification;Akaike;IEEE Trans. Automat. Control,1974

2. Order selection of autoregressive models;Djuric;IEEE Trans. Signal Process,1992

3. Singular value decomposition in autoregressive order determination;Holm,1988

4. Inconsistency of the AIC rule for estimating the order of autoregressive models;Kashyap;IEEE Trans. Automat. Control.,1980

5. Threshold bounds in SVD and a new iterative algorithm for order selection in AR models;Konstantinides;IEEE Trans. Signal Process,1991

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