Order Estimation of Multivariate ARMA Models.

Tracey Cassar Kenneth P. Camilleri Simon G. Fabri

Published in: IEEE J. Sel. Top. Signal Process. (2010)

Keyphrases

monte carlo simulation
neural network
probabilistic model
real time
information retrieval
multiscale
statistical models
autoregressive
moving average
feature selection
multi agent systems
least squares
parameter estimation
process model
neural network model
accurate models