IEEE - Institute of Electrical and Electronics Engineers, Inc. - On noncausal identification of nonstationary multivariate autoregressive processes

Author(s): Maciej Niedzwiecki ; Marcin Ciolek
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Electronic): 1941-0476
ISSN (Paper): 1053-587X
DOI: 10.1109/TSP.2018.2885480
Regular:

The problem of identification of nonstationary multivariate autoregressive processes using noncausal local estimation schemes is considered and a new approach to joint selection of the model order... View More

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