TRINDADE, A. A. Implementing Modifed Burg Algorithms in Multivariate Subset Autoregressive Modeling. Journal of Statistical Software, [S. l.], v. 8, n. 5, p. 1–68, 2003. DOI: 10.18637/jss.v008.i05. Disponível em: https://www.jstatsoft.org/index.php/jss/article/view/v008i05. Acesso em: 9 dec. 2021.