A. Schloegl, 1999,
References on Autoregressive Modeling and Model order selection
University of Technology Graz
http://www.ist.ac.at/~schloegl/matlab/tsa/TSA_LIT.TXT



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Akaike, H. (1973). Maximum Likelihood identification of Gassian autoregressive moving average models, 
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Akaike, H. (1977) 
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Akaike, H. (1979) 
A Bayesian extension of the minimum AIC procedure of autoregressive model fitting.
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Atkinson, A.C. (1978)
Posterior probabilities for choosing a regression model.
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Findley, D.F. (1985b) 
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Hannan, E.J. and Quinn, B.G. (1979)
The determination of the order of an autoregression,
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Hannan, E.J. (1980)
The estimation of the order of an ARMA process, 
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Haring G. (1975) 
Über die Wahl der optimalen Modellordung bei der Darstellung von stationären Zeitreihen mittels Autoregrressivmodels als Basis der Analyse vom EEG - Signalen mit Hilfe eines Digitalrechners. 
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Levinson N. (1947) 
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Parzen, E. (1977)
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Priestley, M. B. , 1991,
Non-linear and non-stationary time series analysis
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Pukkila TM, Krishnaiah PR (1988)
On the use of autoregressive order determination criteria in univariate white noise tests.
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Rissanen, J. (1978)
Modeling by shortest data description.
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Rissanen, J. (1983) 
Universal Prior for the Integers and Estimation by Minimum Description Length.
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Schwarz, G. (1978) 
Estimating the dimension of a model. 
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Shibita, R. (1976) 
Selection of the order of an autoregressive model by Akaike's information criterion:
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Steinberg, H.-W., Gasser, T., Franke, J. (1985) 
Fitting Autoregressive Models to EEG Time Series: An Empirical Comparison of Estimates of the Order. 
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Stone, M. (1977)
An asymtotic equivalence of choise of model by cross-validation and Akaike's criterion.
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Stone, M. (1979). Comments on model selection criteria of Akaike and Schwartz, 
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