Finite Sample FPE and AIC Criteria for Autoregressive Model Order Selection Using Same-Realization Predictions.
Shapoor KhorshidiMahmood KarimiPublished in: EURASIP J. Adv. Signal Process. (2009)
Keyphrases
- autoregressive
- finite sample
- model order selection
- sample size
- model selection
- statistical learning theory
- uniform convergence
- non stationary
- parameter tuning
- error bounds
- nearest neighbor
- random fields
- maximum likelihood
- parameter estimation
- parzen window
- risk minimization
- generalization bounds
- sar images
- learning rate
- high dimensional
- cross validation
- markov random field
- support vector machine