@article{akaike_bayesian_1979,
	title = {A {Bayesian} extension of the minimum {AIC} procedure of autoregressive model fitting},
	volume = {66},
	issn = {0006-3444, 1464-3510},
	url = {http://biomet.oxfordjournals.org/content/66/2/237},
	doi = {10.1093/biomet/66.2.237},
	abstract = {The proposal of simultaneous use of modified AIC statistics by Bhansali \& Downham for the fitting of autoregressive models is reviewed and a Bayesian extension of the minimum AIC procedure is proposed. The practical utility of the procedure is demonstrated by numerical examples.},
	language = {en},
	number = {2},
	journal = {Biometrika},
	author = {Akaike, H.},
	month = aug,
	year = {1979},
	note = {Number: 2},
	keywords = {AIC, Autoregressive model, Bayesian procedure, FPE, Prediction},
	pages = {237--242},
}

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