Partial autocorrelation parameterization for subset autoregression
  A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and diagnostic checking is developed for these models. These models are better suited to efficient model building of high-order autoregressions with long time series. Several illustrative examples are given. 
A. Ian McLeod and Ying Zhang
math.ST stat.TH