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Journal Article Recursive estimation of mixed autoregressive-moving average order Get access E. J. HANNAN, E. J. HANNAN Department of Statistics, Australian National UniversityCanberra Search for other works by this author on: Oxford Academic Google Scholar J. RISSANEN J. RISSANEN Department of Statistics, Australian National UniversityCanberra Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 69, Issue 1, April 1982, Pages 81–94, https://doi.org/10.1093/biomet/69.1.81 Published: 01 April 1982 Article history Received: 01 February 1981 Revision received: 01 September 1981 Published: 01 April 1982
Hannan et al. (Fri,) studied this question.