1. Akaike, H. (1970) Statistical predictor identification. Ann. Inst. Stat. Math. 22:203–217.
2. Akaike, H. (1973). Information theory and an extension of the maximum likelihood principle. In Petrov, B. N., Csaki, F. eds. Proc. 2nd Int. Symp. on Information Theory. Budapest: Akademia Kiado, 267–281.
3. Anderson, T. W. (1994). The Statistical Analysis of Time Series. Wiley Classics Library, New York: Wiley.
4. Berk, K. N. (1974) Consistent autoregressive spectral estimates. Ann. Statist. 2:489–502.
5. Bhansali, R. J. (1986) The criterion autoregressive transfer function of Parzen. J. Time Ser. 7:79–104.