Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1
Rupal J. Bhansali · Journal of the American Statistical Association · 1981
R. J. Bhansali, Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1, Journal of the American Statistical Association, Vol. 76, No. 375 (Sep., 1981), pp. 588-597