#
Testing composite hypotheses applied to AR-model order estimation; the Akaike-criterion revised

University of Groningen, Department of Computing Science,

P.O. Box 800, NL-9700 AV Groningen, The Netherlands,

phone: +31.50.363 3940 - fax: +31.50.363 38005
- e-mail: rudy@cs.rug.nl

####
Abstract

Akaike's criterion is used to test composite hypotheses;
for example to determine the order of AR models. A modification
is presented to test composite hypotheses given an upper-bound on the error
of the first kind (Neyman-Pearson). The presented theory is applied to
AR order estimation and verified by simulations. The experimental results
are so good that we consider the AR order estimation problem as solved.

####
Published

Nineteenth Symposium on Information Theory in the Benelux,
May 28-29, 1998,
Veldhoven, The Netherlands,
pp 149-156,
eds. P.H.N. de With et. al.,
Werkgemeenschap Informatie- en
Communicatietheorie, Enschede,
and
IEEE Benelux Chapter on Information Theory,
ISBN 90-71048-13-6,
BibTeX

#### Related work

other publications