On the penalty factor for autoregressive order selection in finite samples

Piet M. T. Broersen, H. Einar Wensink. On the penalty factor for autoregressive order selection in finite samples. IEEE Transactions on Signal Processing, 44(3):748-752, 1996. [doi]

Authors

Piet M. T. Broersen

This author has not been identified. Look up 'Piet M. T. Broersen' in Google

H. Einar Wensink

This author has not been identified. Look up 'H. Einar Wensink' in Google