Context tree estimation for not necessarily finite memory processes, via BIC and MDL. Csiszár, I. & Talata, Z. IEEE Trans. Inform. Theory, 52(3):1007–1016, 2006.
bibtex   
@article {csiszar/talata/2006,
    AUTHOR = {Csisz{\'a}r, Imre and Talata, Zsolt},
     TITLE = {Context tree estimation for not necessarily finite memory
              processes, via {BIC} and {MDL}},
   JOURNAL = {IEEE Trans. Inform. Theory},
  FJOURNAL = {Institute of Electrical and Electronics Engineers.
              Transactions on Information Theory},
    VOLUME = {52},
      YEAR = {2006},
    NUMBER = {3},
     PAGES = {1007--1016},
      ISSN = {0018-9448},
     CODEN = {IETTAW},
   MRCLASS = {94A13 (62F15)},
  MRNUMBER = {MR2238067 (2007a:94052)},
}
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