hrcak mascot   Srce   HID

Izvorni znanstveni članak
https://doi.org/10.2498/cit.2003.03.04

Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables

Luigi Ippoliti
Lara Fontanella
Mauro Coli

Puni tekst: engleski, pdf (178 KB) str. 171-177 preuzimanja: 396* citiraj
APA 6th Edition
Ippoliti, L., Fontanella, L. i Coli, M. (2003). Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables. Journal of computing and information technology, 11 (3), 171-177. https://doi.org/10.2498/cit.2003.03.04
MLA 8th Edition
Ippoliti, Luigi, et al. "Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables." Journal of computing and information technology, vol. 11, br. 3, 2003, str. 171-177. https://doi.org/10.2498/cit.2003.03.04. Citirano 27.02.2020.
Chicago 17th Edition
Ippoliti, Luigi, Lara Fontanella i Mauro Coli. "Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables." Journal of computing and information technology 11, br. 3 (2003): 171-177. https://doi.org/10.2498/cit.2003.03.04
Harvard
Ippoliti, L., Fontanella, L., i Coli, M. (2003). 'Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables', Journal of computing and information technology, 11(3), str. 171-177. https://doi.org/10.2498/cit.2003.03.04
Vancouver
Ippoliti L, Fontanella L, Coli M. Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables. Journal of computing and information technology [Internet]. 2003 [pristupljeno 27.02.2020.];11(3):171-177. https://doi.org/10.2498/cit.2003.03.04
IEEE
L. Ippoliti, L. Fontanella i M. Coli, "Order Selection of Spatial and Temporal Autoregressive Models with Errors in Variables", Journal of computing and information technology, vol.11, br. 3, str. 171-177, 2003. [Online]. https://doi.org/10.2498/cit.2003.03.04

Sažetak
In this paper we consider the issues involved in model order selection for processes observed with additive Gaussian noise. In particular, we discuss conditional maximum likelihood estimation of noisy autoregressive models and provide an estimator that takes care of the observational noise. The estimator is weakly consistent, can be computed in only O(n) steps and can be used in the automatic model identification phase. Using information criteria, an extensive simulation study shows the results of order selection in the context of time and spatial series analysis.

Hrčak ID: 44743

URI
https://hrcak.srce.hr/44743

Posjeta: 535 *