基于OIVPM的特征值确定ARMA模型的结构

[1] The estimation of the order of an ARMA process. Hannan E J. The Annals of Statistics . 1980

[2] The square-root overdetermined recursive instrumental variable algorithm. Friedlander B. IEEE Transactions on Automatic Control . 1989

[3] A universal prior for integers and estimation by minimum description length. Rissanen J. The Annals of Statistics . 1983

[4] Determination of the MA order of an ARMA process using sample correlations. Zhang Xianda and Zhang Yuansheng. IEEE Transactions on Signal Processing . 1993

[5] Determination of the MA order of an ARMA process using sample correlations. Zhang Xianda and Zhang Yuansheng. IEEE Transactions on Signal Processing . 1993

[6] ARMA model order estimation based on the eigenvalues ofthe covariance matrix. Liang G Wilkes D M and Cadzow J A. IEEE Transactions on Signal Processing . 1993

[1] The estimation of the order of an ARMA process. Hannan E J. The Annals of Statistics . 1980

[2] The square-root overdetermined recursive instrumental variable algorithm. Friedlander B. IEEE Transactions on Automatic Control . 1989

[3] A universal prior for integers and estimation by minimum description length. Rissanen J. The Annals of Statistics . 1983

[4] Determination of the MA order of an ARMA process using sample correlations. Zhang Xianda and Zhang Yuansheng. IEEE Transactions on Signal Processing . 1993

[5] Determination of the MA order of an ARMA process using sample correlations. Zhang Xianda and Zhang Yuansheng. IEEE Transactions on Signal Processing . 1993

[6] ARMA model order estimation based on the eigenvalues ofthe covariance matrix. Liang G Wilkes D M and Cadzow J A. IEEE Transactions on Signal Processing . 1993