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References
J. Rissanen, "Modeling by Shortest Data Description," Automatica, Vol. 14 1978.
J. Rissanen, "Consistent Order Estimates of Autoregressive Processes by Shortest Description of Data," Analysis and Optimization of Stochastic Systems, Univ. Oxford, 1978.
G. Schwarz, "Estimating the Dimension of a Model," The Annals of Statistics, 1978, Vol. 6, No. 2.
E. J. Hannan, Multiple Time Series, John Wiley & Sons, Inc., 1970.
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© 1979 Springer-Verlag
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Rissanen, J. (1979). Shortest data description and consistency of order estimates in ARMA-processes. In: Bensoussan, A., Lions, J.L. (eds) International Symposium on Systems Optimization and Analysis. Lecture Notes in Control and Information Sciences, vol 14. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0002644
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DOI: https://doi.org/10.1007/BFb0002644
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