Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples
针对小样本下自回归模型选择，提出了Kullback-Leibler信息的改进估计量，在Biometrika发表，对时间序列建模有参考价值。
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