BibTex format
@article{Bhansali:2020:10.1016/j.jmva.2019.104539,
author = {Bhansali, RJ},
doi = {10.1016/j.jmva.2019.104539},
journal = {Journal of Multivariate Analysis},
pages = {1--19},
title = {Model specification and selection for multivariate time series},
url = {http://dx.doi.org/10.1016/j.jmva.2019.104539},
volume = {175},
year = {2020}
}