Application of the multi-model partitioning theory for simultaneous order and parameter estimation of multivariate ARMA models

Stylianos Sp. Pappas, Vassilios C. Moussas, Sokratis K. Katsikas. Application of the multi-model partitioning theory for simultaneous order and parameter estimation of multivariate ARMA models. IJMIC, 4(3):242-249, 2008. [doi]

Abstract

Abstract is missing.