Order selection criteria for vector autoregressive models
Author:
Publisher
Elsevier BV
Subject
Electrical and Electronic Engineering,Computer Vision and Pattern Recognition,Signal Processing,Software,Control and Systems Engineering
Reference20 articles.
1. Digital Spectral Analysis with Applications;Marple,1987
2. Vector autoregressive order selection in practice;Broersen;IEEE Trans. Instrum. Meas.,2009
3. A comparison of multivariate autoregressive estimators;Schogl;Signal Process.,2006
4. Estimation of the parameters of multichannel autoregressive signals from noisy observations;Mahmoudi;Signal Process,2008
5. Parameter estimation of multichannel autoregressive processes in noise;Hasan;Signal Process.,2003
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