Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy

P.M.T. Broersen; H.E. Wensink

doi:10.1109/78.700984

Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy

IEEE Transactions on Signal Processing ◽

10.1109/78.700984 ◽

1998 ◽

Vol 46 (7) ◽

pp. 2058-2061 ◽

Cited By ~ 31

Author(s):

P.M.T. Broersen ◽

H.E. Wensink

Keyword(s):

Autoregressive Model ◽

Order Selection ◽

Finite Sample ◽

Model Order Selection ◽

Model Order

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On Finite Sample Theory for Autoregressive Model Order Selection

IEEE Transactions on Signal Processing ◽

10.1109/tsp.1993.193138 ◽

1993 ◽

Vol 41 (1) ◽

pp. 194 ◽

Cited By ~ 46

Author(s):

P.M. Broersen ◽

H.E. Wensink

Keyword(s):

Autoregressive Model ◽

Order Selection ◽

Finite Sample ◽

Model Order Selection ◽

Model Order

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Finite Sample AIC for Autoregressive Model Order Selection

2007 IEEE International Conference on Signal Processing and Communications ◽

10.1109/icspc.2007.4728545 ◽

2007 ◽

Cited By ~ 7

Author(s):

Mahmood Karimi

Keyword(s):

Autoregressive Model ◽

Order Selection ◽

Finite Sample ◽

Model Order Selection ◽

Model Order

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On the residual variance and the prediction error for the LSF estimation method and new modified finite sample criteria for autoregressive model order selection

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2005.849182 ◽

2005 ◽

Vol 53 (7) ◽

pp. 2432-2441 ◽

Cited By ~ 9

Author(s):

M. Karimi

Keyword(s):

Autoregressive Model ◽

Prediction Error ◽

Estimation Method ◽

Residual Variance ◽

Order Selection ◽

Finite Sample ◽

Model Order Selection ◽

Model Order

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Finite Sample FPE and AIC Criteria for Autoregressive Model Order Selection Using Same-Realization Predictions

EURASIP Journal on Advances in Signal Processing ◽

10.1155/2009/475147 ◽

2010 ◽

Vol 2009 (1) ◽

Cited By ~ 2

Author(s):

Shapoor Khorshidi ◽

Mahmood Karimi

Keyword(s):

Autoregressive Model ◽

Order Selection ◽

Finite Sample ◽

Model Order Selection ◽

Model Order

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New autoregressive model order selection criterion using same-realization predictions

2010 18th Iranian Conference on Electrical Engineering ◽

10.1109/iraniancee.2010.5507086 ◽

2010 ◽

Author(s):

Shapoor Khorshidi ◽

Mahmood Karimi ◽

Alireza Nematollahi

Keyword(s):

Autoregressive Model ◽

Selection Criterion ◽

Order Selection ◽

Model Order Selection ◽

Model Order

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Vector Autoregressive Model-Order Selection From Finite Samples Using Kullback's Symmetric Divergence

IEEE Transactions on Circuits and Systems I Fundamental Theory and Applications ◽

10.1109/tcsi.2006.883158 ◽

2006 ◽

Vol 53 (10) ◽

pp. 2327-2335 ◽

Cited By ~ 20

Author(s):

A.-K. Seghouane

Keyword(s):

Autoregressive Model ◽

Order Selection ◽

Vector Autoregressive Model ◽

Model Order Selection ◽

Model Order ◽

Vector Autoregressive ◽

Finite Samples

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Minimum message length autoregressive model order selection

International Conference on Intelligent Sensing and Information Processing, 2004. Proceedings of ◽

10.1109/icisip.2004.1287697 ◽

2004 ◽

Cited By ~ 4

Author(s):

L.J. Fitzgibbon ◽

D.L. Dowe ◽

F. Vahid

Keyword(s):

Autoregressive Model ◽

Order Selection ◽

Model Order Selection ◽

Model Order ◽

Minimum Message Length ◽

Message Length

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Evolutionary fuzzy ARTMAP for autoregressive model order selection and classification of EEG signals

SMC 2000 Conference Proceedings. 2000 IEEE International Conference on Systems, Man and Cybernetics. 'Cybernetics Evolving to Systems, Humans, Organizations, and their Complex Interactions' (Cat. No.00CH37166) ◽

10.1109/icsmc.2000.886582 ◽

2002 ◽

Cited By ~ 8

Author(s):

R. Palaniappan ◽

P. Raveendran ◽

S. Nishida ◽

N. Saiwaki

Keyword(s):

Autoregressive Model ◽

Fuzzy Artmap ◽

Order Selection ◽

Eeg Signals ◽

Model Order Selection ◽

Model Order

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Bootstrap method for minimum message length autoregressive model order selection

Journal of the Nigerian Mathematical Society ◽

10.1016/j.jnnms.2014.10.010 ◽

2015 ◽

Vol 34 (1) ◽

pp. 106-114

Author(s):

T.O. Olatayo ◽

K.K. Adesanya

Keyword(s):

Autoregressive Model ◽

Bootstrap Method ◽

Order Selection ◽

Model Order Selection ◽

Model Order ◽

Minimum Message Length ◽

Message Length

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Model order selection for approximate Boolean matrix factorization problem

Knowledge-Based Systems ◽

10.1016/j.knosys.2021.107184 ◽

2021 ◽

pp. 107184

Author(s):

Martin Trnecka ◽

Marketa Trneckova

Keyword(s):

Matrix Factorization ◽

Boolean Matrix ◽

Order Selection ◽

Model Order Selection ◽

Model Order ◽

Factorization Problem ◽

Selection For

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