Bartlett correction in the stable second-order autoregressive model with intercept and trend

DOI10.1111/STAN.12018zbMATH Open1541.62241MaRDI QIDQ6552777

Noud P. A. van Giersbergen

Publication date: 10 June 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio statisticautoregressive modelsBartlett correctionsmall sample properties

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

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• Properties of sufficiency and statistical tests

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