Some corrections of the score test statistic for Gaussian ARMA models
Some corrections of the score test statistic for Gaussian ARMA models
In this article we compute three corrected score statistic versions: the Bartlett-type correction and the monotone corrected score statistics proposed by Kakizawa [Biometrika 83 (1996) 923–927] and Cordeiro, Ferrari and Cysneiros [J. Stat. Comput. Simul. 62 (1998) 123–136]. These corrected statistics are used to test the null hypothesis concerning some …