ESTIMATING THE DIMENSION OF A LINEAR-SYSTEM

被引:25
作者
HANNAN, EJ
机构
关键词
D O I
10.1016/0047-259X(81)90089-0
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:459 / 473
页数:15
相关论文
共 19 条
[1]   FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J].
AKAIKE, H .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) :243-&
[2]   ASYMPTOTIC INDEPENDENCE OF NUMBERS OF HIGH AND LOW LEVEL CROSSINGS OF STATIONARY GAUSSIAN PROCESSES [J].
BERMAN, SM .
ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03) :927-+
[3]  
Billingsley P, 1968, CONVERGENCE PROBABIL
[4]  
CLARK JMC, 1976, JACC
[5]   SOME PROPERTIES OF THE PARAMETERIZATION OF ARMA SYSTEMS WITH UNKNOWN ORDER [J].
DEISTLER, M ;
HANNAN, EJ .
JOURNAL OF MULTIVARIATE ANALYSIS, 1981, 11 (04) :474-484
[6]   VECTOR LINEAR TIME-SERIES MODELS - CORRECTIONS AND EXTENSIONS [J].
DEISTLER, M ;
DUNSMUIR, W ;
HANNAN, EJ .
ADVANCES IN APPLIED PROBABILITY, 1978, 10 (02) :360-372
[7]   CANONICAL FORMS FOR IDENTIFICATION OF MULTIVARIABLE LINEAR-SYSTEMS [J].
DENHAM, MJ .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :646-656
[8]   VECTOR LINEAR TIME SERIES MODELS [J].
DUNSMUIR, W ;
HANNAN, EJ .
ADVANCES IN APPLIED PROBABILITY, 1976, 8 (02) :339-364
[9]   CONSISTENT ESTIMATION OF SYSTEM ORDER [J].
FINE, TL ;
HWANG, WG .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1979, 24 (03) :387-402
[10]  
HAJDASINSKI AK, 1979, IDENTIFICATION SYSTE, P43