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65 research outputs found

Autoregressive model orders for Durbin's MA and ARMA estimators

Author: P.M.T. Broersen
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
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A comparison of transfer function estimators

Author: P.M.T. Broersen
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
Publication date
Field of study

The prediction error of autoregressive small sample models

Author: P.M.T. Broersen
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
Publication date
Field of study

Generating data with prescribed power spectral density

Author: P.M.T. Broersen
S. de Waele
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
Publication date
Field of study

Time-Series Analysis if Data Are Randomly Missing

Author: P.M.T. Broersen
R. Bos
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
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Field of study

On the penalty factor for autoregressive order selection in finite samples

Author: H.E. Wensink
P.M.T. Broersen
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
Publication date
Field of study

Automatic Identification of Time-Series Models From Long Autoregressive Models

Author: P.M.T. Broersen
S. deWaele
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
Publication date
Field of study

Order selection for vector autoregressive models

Author: P.M.T. Broersen
S. de Waele
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
Publication date
Field of study

Detection of methacholine with time series models of lung sounds

Author: P.M.T. Broersen
S. de Waele
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
Publication date
Field of study

Finite Sample Properties of ARMA Order Selection

Author: P.M.T. Broersen
S. de Waele
Publication venue: 'Institute of Electrical and Electronics Engineers (IEEE)'
Publication date
Field of study

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