- An important topic in parametric modelling is the question of the `correct' model order. The correct order is not the true order, nor is the correct order the one with minimum residual error as it is a monotonic decreasing function of the model order. The optimal order is the one which decreases the prediction error on an unobserved data set. Methods such as the Yule-Walker approach, require larger sample sizes and generally give worse residual estimates than the Burg method.
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Parametric model order estimation: A brief review
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