A study on estimation of ARMA model order
碩士 === 義守大學 === 電子工程學系 === 88 === In the paper, we mention two algorithms that are respectively the MDL criterion based on the eigenvalue of covariance matrix and the AIC criterion via maximum likelihood method. Then we compare the AIC approach with MDL scheme. However, both of these methods used to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54087900634987718922 |