Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1
研究了自回归模型阶数未知时，预测均方误差的变化，对时间序列预测和模型选择有参考价值。
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