The order determination problem for linear time-varying AR models
- 1 April 1980
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 25 (2) , 250-257
- https://doi.org/10.1109/tac.1980.1102318
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- A characterization of consistent estimatorsIEEE Transactions on Automatic Control, 1979
- A new look at the statistical model identificationIEEE Transactions on Automatic Control, 1974
- Martingale convergence to infinitely divisible laws with finite variancesTransactions of the American Mathematical Society, 1971