Jan G. de Gooijer, Bovas Abraham, Ann Gould, Lecily Robinson, Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey, International Statistical Review / Revue Internationale de Statistique, Vol. 53, No. 3 (Dec., 1985), pp. 301-329
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Gooijer et al. (1985) studied this question.
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