Consistent order selection for noncausal autoregressive models via higher-order statistics

This publication has 24 references indexed in Scilit:

• Statistical analysis of effective singular values in matrix rank determination
  IEEE Transactions on Acoustics, Speech, and Signal Processing, 1988
• ARMA order estimation via matrix perturbation theory
  IEEE Transactions on Automatic Control, 1987
• Minimum-Variance and Maximum-Likelihood Deconvolution for Noncausal Channel Models
  IEEE Transactions on Geoscience and Remote Sensing, 1985
• Selecting the best linear transfer function model
  Automatica, 1985
• Blind Equalizers
  IEEE Transactions on Communications, 1984
• Recursive estimation of mixed autoregressive-moving average order
  Biometrika, 1982
• ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT
  Journal of Time Series Analysis, 1981
• Inconsistency of the AIC rule for estimating the order of autoregressive models
  IEEE Transactions on Automatic Control, 1980
• Robust identification of a nonminimum phase system: Blind adjustment of a linear equalizer in data communications
  IEEE Transactions on Automatic Control, 1980
• An Introduction to Polyspectra
  The Annals of Mathematical Statistics, 1965