Improvement of the Likelihood Ratio Test Statistic in ARMA Models (Q4828171)
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scientific article; zbMATH DE number 2118733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improvement of the Likelihood Ratio Test Statistic in ARMA Models |
scientific article; zbMATH DE number 2118733 |
Statements
Improvement of the Likelihood Ratio Test Statistic in ARMA Models (English)
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24 November 2004
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ARMA models
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Bartlett correction
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likelihood ratio test statistic
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