Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples
Clifford M. Hurvich, Robert H. Shumway, Chih‐Ling Tsai · Biometrika · 1990
Clifford M. Hurvich, Robert Shumway, Chih-Ling Tsai, Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples, Biometrika, Vol. 77, No. 4 (Dec., 1990), pp. 709-719