Model-order selection

被引:954
作者
Stoica, P [1 ]
Selén, Y [1 ]
机构
[1] Univ Uppsala, Dept Informat Technol, S-75105 Uppsala, Sweden
关键词
D O I
10.1109/MSP.2004.1311138
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
引用
收藏
页码:36 / 47
页数:12
相关论文
共 37 条
[1]   LIKELIHOOD OF A TIME-SERIES MODEL [J].
AKAIKE, H .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 1978, 27 (3-4) :217-235
[2]   NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J].
AKAIKE, H .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :716-723
[3]  
Anderson T. W., 1971, STAT ANAL TIME SERIE
[4]  
[Anonymous], 1992, DISCRETE RANDOM SIGN
[5]  
BHANSALI RJ, 1977, BIOMETRIKA, V64, P547, DOI 10.1093/biomet/64.3.547
[6]  
Brockwell R., 1991, TIME SERIES THEORY M
[7]   Automatic spectral analysis with time series models [J].
Broersen, PMT .
IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 2002, 51 (02) :211-216
[8]   Finite sample criteria for autoregressive order selection [J].
Broersen, PMT .
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2000, 48 (12) :3550-3558
[9]  
Burnham K. P., 2002, MODEL SELECTION MULT
[10]   Unifying the derivations for the Akaike and corrected Akaike information criteria [J].
Cavanaugh, JE .
STATISTICS & PROBABILITY LETTERS, 1997, 33 (02) :201-208