Singular value decomposition-based MA order determination of non-Gaussian ARMA models

Xian-Da Zhang, Yuan-Sheng Zhang. Singular value decomposition-based MA order determination of non-Gaussian ARMA models. IEEE Transactions on Signal Processing, 41(8):2657-2664, 1993. [doi]

Authors

Xian-Da Zhang

This author has not been identified. Look up 'Xian-Da Zhang' in Google

Yuan-Sheng Zhang

This author has not been identified. Look up 'Yuan-Sheng Zhang' in Google