Two phase transitions in the tetragonal strongly correlated electron system CeNiAsO were probed by neutron scattering and zero field muon spin rotation. For $T <T_{N1}$ = 8.7(3) K, a second order phase transition yields an incommensurate spin density wave with wave vector $textbf{k} = (0.44(4), 0, 0)$. For $T < T_{N2}$ = 7.6(3) K, we find co-planar commensurate order with a moment of $0.37(5)~mu_B$, reduced to $30 %$ of the saturation moment of the $|pmfrac{1}{2}rangle$ Kramers doublet ground state, which we establish by inelastic neutron scattering. Muon spin rotation in $rm CeNiAs_{1-x}P_xO$ shows the commensurate order only exists for x $le$ 0.1 so the transition at $x_c$ = 0.4(1) is from an incommensurate longitudinal spin density wave to a paramagnetic Fermi liquid.
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