H. Akaike, Information theory and an extension of the maximum likelihood principle, Second international symposium of information entropy theory, Akademia Kiado, pp.267-281, 1973.

J. E. Cavanaugh and . Shumway, An Akaike information criterion for model selection in the presence of incomplete data, Journal of Statistical Planning and Inference, vol.67, issue.1, pp.45-65, 1998.
DOI : 10.1016/S0378-3758(97)00115-8

C. Chen, A. R. Davis, P. J. Brockwell, and Z. D. Et-bai, Order Determination for Multivariate Autoregressive Processes Using Resampling Methods, Journal of Multivariate Analysis, vol.57, issue.2, pp.481-500, 1993.
DOI : 10.1006/jmva.1996.0028

URL : http://doi.org/10.1006/jmva.1996.0028

A. P. Dempster, N. M. Laird, and D. Et-rubin, Maximum Likelihood from Icomplete Data via EM algorithm, Journal of the Royal Statistical Society, Series B, vol.39, issue.1, pp.1-38, 1977.

E. Matouat, A. Et-hallin, and M. , Order selection, stochastic complexity and Kullback- Leibler information, Times Series Analysis, pp.291-299, 1996.

A. Ikama, Technique de Rééchantillonnage et estimation de l'ordre pour des séries temporelles, Thèse du Diplôme d'Etudes Supérieures, 1999.

X. L. Meng and D. B. Et-rubin, Using EM to Obtain Asymptotic Variance-Covariance Matrices: The SEM Algorithm, Journal of the American Statistical Association, vol.82, issue.416, pp.899-909, 1991.
DOI : 10.1002/9780470316696

R. Nishii, Maximum likelihood principle and model selection when the true model is unspecified, Journal of Multivariate Analysis, vol.27, issue.2, pp.392-403, 1988.
DOI : 10.1016/0047-259X(88)90137-6

G. Schwarz, Estimating the dimension of a model, The annals of statistics, pp.461-464, 1978.