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Multivariate AR Model Order Estimation with Unknown Process Order.

, , and . Panhellenic Conference on Informatics, volume 3746 of Lecture Notes in Computer Science, page 787-797. Springer, (2005)

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Joint order and parameter estimation of multivariate autoregressive models using multi-model partitioning theory., , and . Digit. Signal Process., 16 (6): 782-795 (2006)Multivariate AR Model Order Estimation with Unknown Process Order., , and . Panhellenic Conference on Informatics, volume 3746 of Lecture Notes in Computer Science, page 787-797. Springer, (2005)A New Algorithm for On-Line Multivariate ARMA Identification Using Multimodel Partitioning Theory., , , , and . Panhellenic Conference on Informatics, page 222-226. IEEE Computer Society, (2008)