Fitzgibbon, L.J., D. L. Dowe and F. Vahid (2004).  Minimum Message
      Length Autoregressive Model Order Selection.  In M. Palanaswami,
      C. Chandra Sekhar, G. Kumar Venayagamoorthy, S. Mohan and M. K.
      Ghantasala (eds.), International Conference on Intelligent Sensing
      and Information Processing (ICISIP), Chennai, India, 4-7 January 2004
      (ISBN: 0-7803-8243-9, IEEE Catalogue Number: 04EX783), pp439-444.
www.csse.monash.edu.au/~dld/Publications/2004/Fitzgibbon+Dowe+Vahid2004.ref
http://www.csse.monash.edu.au/~dld/Publications/2004/Fitzgibbon+Dowe+Vahid2004.ref

% [The paper concerns MML time series, MML econometrics,
   MML econometric time series, MML autoregression,
   MML autoregressive time series, MML AR,
   minimum message length time series, minimum message length econometrics,
   minimum message length econometric time series,
   minimum message length autoregression,
   minimum message length autoregressive time series,
   minimum message length AR .]


The paper is downloadable as postscript (.ps) from
http://www.csse.monash.edu.au/~dld/Publications/2004/FitzgibbonDoweVahid_ICISIP2004.ps
or as .pdf from
http://www.csse.monash.edu.au/~dld/Publications/2004/FitzgibbonDoweVahid_ICISIP2004.pdf .