✦ LIBER ✦

Incorporating lag order selection uncertainty in parameter inference for AR models

✍ Scribed by George Kapetanios

Book ID: 117332034
Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 241 KB
Volume: 72
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(01)00433-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Threshold bounds in SVD and a new iterat

Threshold bounds in SVD and a new iterative algorithm for order selection in AR models

✍ Konstantinides, K. 📂 Article 📅 1991 🏛 IEEE 🌐 English ⚖ 399 KB

Assessing First-Order Emulator Inference

Assessing First-Order Emulator Inference for Physical Parameters in Nonlinear Mechanistic Models

✍ Mevin B. Hooten; William B. Leeds; Jerome Fiechter; Christopher K. Wikle 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 537 KB

A NEW METHOD FOR MODEL ORDER SELECTION A

A NEW METHOD FOR MODEL ORDER SELECTION AND MODAL PARAMETER ESTIMATION IN TIME DOMAIN

✍ J. LARDIES; N. LARBI 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 490 KB

This paper mainly deals with the identi"cation of structural modal parameters, from output accelerometers only, using a vector autoregressive moving average (VARMA (p, q)) model method. The problem of determining the order p of the AR part, or equivalently the number of modes in a frequency band, is

Simplified methods for the evaluation of

Simplified methods for the evaluation of the parameters of the time course of plasma concentration in the one-compartment body model with first-order invasion and first-order drug elimination including methods for ascertaining when such rate constants are equal

✍ Edward R. Garrett 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 25 KB