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smicha's BibTeX entry:  

Predictive stochastic complexity and model estimation for finite-state processes

Journal of Statistical Planning and Inference, 39(3): 353--372, 1994.
Authors: Marcelo J. Weinberger and Meir Feder
URL: http://www.sciencedirect.com/science/article/B6V0M-45FCH1H-1T/1/b7dac65068463aa39a1d02c26eef7d9b
Tags: Stochastic complexity
| URL | BibTeX  
@article{Weinberger1994,
title = {Predictive stochastic complexity and model estimation for finite-state processes},
author = {Marcelo J. Weinberger and Meir Feder},
journal = {Journal of Statistical Planning and Inference},
month = {May},
number = {3},
pages = {353--372},
url = {http://www.sciencedirect.com/science/article/B6V0M-45FCH1H-1T/1/b7dac65068463aa39a1d02c26eef7d9b},
volume = {39},
year = {1994},
keywords = {Stochastic complexity }
}