ABSTRACT

Bhansali, R. J., Asymptotically efficient autoregressive model selection for multistep prediction, Ann. lnst. Statist. Math., 48:577-602 (1996).

Bhansali, R. J., Direct autoregressive predictors for multistep prediction: order selection and performance relative to the plug in predictors, Statistim Sinica, 7:425-449 (1997).