• DocumentCode
    966701
  • Title

    Autoregression estimation using final prediction error

  • Author

    Yarman, F. ; Dickinson, B.W.

  • Author_Institution
    Princeton University, Princeton, NJ
  • Volume
    70
  • Issue
    8
  • fYear
    1982
  • Firstpage
    872
  • Lastpage
    873
  • Abstract
    We propose a modification of the autoregressive estimation based on residual emergy ratios that employs the Final Prediction Error (FPE) quantity of Akaike. The effect is to "taper" the partial correlation coefficient estimates by a multiplicative factor depending on model order and the number of observations.
  • Keywords
    Displays; Gaussian processes; Laser beams; Least squares approximation; Mirrors; Motion pictures; Optical resonators; Predictive models; Roentgenium; TV;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1982.12412
  • Filename
    1456680
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=966701