Authors : B. Onoghojobi
Abstract: In this study, we reformulate the test statistic based on order selection criteria as a studentized score test problem whose associated Portmanteau test problem is obtained and exploited computationally to assess the adequacy of the specification of open loop transfer function model. It is shown that the studentized version is better in term of the criteria.
B. Onoghojobi , 2011. An Aspect of Test Statistics Based on Order Selection. Journal of Modern Mathematics and Statistics, 5: 30-32.