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Proceedings Paper

Empirical consistent estimation of the order of an ARMA process
Author(s): Abdelkader Mokkadem
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Paper Abstract

We present a new empirical consistent method for estimation of the order of an ARMA process. All the inconvenience of the usual criterions are solved. In particular in our method, it is not necessary to know an a prior lower bound for the zeros of the spectra and we do not need an a priori known upper bound for the order. Moreover our criterion is very easy to compute.

Paper Details

Date Published: 26 March 1998
PDF: 9 pages
Proc. SPIE 3391, Wavelet Applications V, (26 March 1998); doi: 10.1117/12.304896
Show Author Affiliations
Abdelkader Mokkadem, Univ. de Versailles-St-Quentin-en-Yvelines (France)

Published in SPIE Proceedings Vol. 3391:
Wavelet Applications V
Harold H. Szu, Editor(s)

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