On the use of autoregressive order determination criteria in multivariate white noise tests
- 1 January 1988
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 36 (9) , 1396-1403
- https://doi.org/10.1109/29.90367
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- On the use of autoregressive order determination criteria in univariate white noise testsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1988
- Methods for Determining the Order of an Autoregressive-Moving Average Process: A SurveyInternational Statistical Review, 1985
- The determination of optimum structures for the state space representation of multivariate stochastic processesIEEE Transactions on Automatic Control, 1982
- The Multivariate Portmanteau StatisticJournal of the American Statistical Association, 1980
- Modeling by shortest data descriptionAutomatica, 1978
- Estimating the Dimension of a ModelThe Annals of Statistics, 1978
- Selection of the order of an autoregressive model by Akaike's information criterionBiometrika, 1976
- A new look at the statistical model identificationIEEE Transactions on Automatic Control, 1974
- Identification and autoregressive spectrum estimationIEEE Transactions on Automatic Control, 1974
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970