Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples

Hurvich, Clifford M., Shumway, Robert, Tsai, Chih-Ling . Biometrika 1990. 77 :709-719

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Bibtex

@article{CIS-91916,
  Author = {Hurvich, Clifford M. and Shumway, Robert and Tsai, Chih-Ling},
  Title = {Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples},
  Journal = {Biometrika},
  Volume = {77},
  Year = {1990},
  Pages = {709--719},
  Keywords = {Akaike information criterion}
}

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