A joint regression variable and autoregressive order selection criterion

Shi, Peide, Tsai, Chih-Ling . Journal of Time Series Analysis 2004. 25 (6) :923-941

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Bibtex

@article{CIS-191502,
  Author = {Shi, Peide and Tsai, Chih-Ling},
  Title = {A joint regression variable and autoregressive order selection criterion},
  Journal = {Journal of Time Series Analysis},
  Volume = {25},
  Number = {6},
  Year = {2004},
  Pages = {923--941},
  Keywords = {Model selection, AIC, BIC, residual likelihood, Kullback?Leibler information}
}

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