@article{Villani2001, title = {Fractional Bayesian Lag Length Inference in Multivariate Autoregressive Processes}, author = {Mattias Villani}, day = {01}, journal = {Journal of Time Series Analysis}, month = {Jan}, note = {doi: 10.1111/1467-9892.00212}, number = {1}, pages = {67--86}, url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00212}, volume = {22}, year = {2001}, biburl = {http://www.bibsonomy.org/bibtex/283094008fd68d3ef6f2c0d99185547cd/smicha}, keywords = {imported } }