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Modeling the underlying stochastic process is one of the main goals in the study of many dynamic phenomena, such as signal processing, system identication and time series. The issue is often addressed within the framework of ARMA paradigm, so that the related task of the identication of the "true" order is crucial. As it is well known, the eectiveness of such an approach may be seriously compromised by misspecication errors since they may aect model capabilities in capturing dynamic structuresdoi:10.1080/00949650903484166 fatcat:37kyb3qhdzgl5lcekv5lhs37gu