Lagos, Bernardo M.; Morettin, Pedro A. - In: Journal of Time Series Analysis 25 (2004) 1, pp. 83-101
In this paper, we develop a Bartlett correction for the likelihood ratio statistic used to test hypotheses about parameters of a Gaussian stationary and invertible model belonging to the ARMA (autoregressive moving average) family. Alternative hypotheses with and without disturbance parameters...