Open AccessEstimation of the order of an auto-regressive model
Author(s) -
Natti S. Rao,
P.S. Moharir
Publication year - 1995
Publication title -
sadhana
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.268
H-Index - 49
eISSN - 0973-7677
pISSN - 0256-2499
DOI - 10.1007/bf02744408
Subject(s) - estimator , autoregressive model , minimum description length , heuristic , statistics , mathematics , order statistic , process (computing) , estimation , econometrics , computer science , mathematical optimization , algorithm , engineering , operating system , systems engineering
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