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Abstract: . In general, an optimal model which has the best effect in a specific application among the different estimated models may not necessarily have the same order as the actual model. The objective of the present paper is to propose a criterion for selecting the optimal order model which gives the minimum ARMA spectral estimation error. The model spectral distance (MSD) is proposed to measure the difference between two models in terms of their spectral characteristics. In order to select the... (Update)
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BibTeX entry: (Update)
@misc{ zhang-selecting,
author = "Y. M. Zhang and Q.M. Zhu",
title = "Selecting Optimal Arma Order by a Minimum Spectrum Distance Criterion",
url = "citeseer.ist.psu.edu/397449.html" }
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