Search Results - subject:"Order estimation"

Improving the performance of model-order selection criteria by partial-model selection search

Alkhaldi, Weaam; Iskander, D. Robert; Zoubir, Abdelhak M. - 2010

Terms— Model order estimation, model selection, information theoretic criteria, bootstrap 1. INTRODUCTION Several model …], normalized maximum likelihood (NML) [4], Hannan-Quinn criterion (HQC) [5], conditional model-order estimation (CME) [6], and the … model order estimation is at the expense of additional computational complexity. …

Persistent link: https://www.econbiz.de/10009438286

The applicability of biased estimation in model and model order selection

Alkhaldi, Weaam; Iskander, Robert; Zoubir, Abdelhak M. - 2009

Biased estimation has the advantage of reducing the mean squared error (MSE) of an estimator. The question of interest is how biased estimation affects model selection. In this paper, we introduce biased estimation to a range of model selection criteria. Specifically, we analyze the performance...

Persistent link: https://www.econbiz.de/10009438332

Markov chain order estimation with conditional mutual information

Papapetrou, M.; Kugiumtzis, D. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 7, pp. 1593-1601

We introduce the Conditional Mutual Information (CMI) for the estimation of the Markov chain order. For a Markov chain of K symbols, we define CMI of order m, Ic(m), as the mutual information of two variables in the chain being m time steps apart, conditioning on the intermediate variables of...

Persistent link: https://www.econbiz.de/10011063056

Least squares estimation of a shift in linear processes

Bai, Jushan - Volkswirtschaftliche Fakultät, … - 1993

bias in order estimation. …

Persistent link: https://www.econbiz.de/10009251539