• DocumentCode
    3026391
  • Title

    A modified akaike information criterion

  • Author

    Kaveh, M.

  • Author_Institution
    University of Minnesota, Minneapolis, Minnesota
  • fYear
    1979
  • fDate
    10-12 Jan. 1979
  • Firstpage
    949
  • Lastpage
    950
  • Abstract
    A method, closely related to Akaike´s Information Criterion (AIC), is introduced that more nearly matches practical methods of estimating the parameters of an autoregressive (AR) model of a stationary time series. The method is computationally similar to AIC, and in preliminary experiments has shown considerable success in identifying AR model orders.
  • Keywords
    Autoregressive processes; Equations; Gaussian processes; Maximum likelihood estimation; Signal processing; Technological innovation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1978.268071
  • Filename
    4046258
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3026391