Pages that link to "Item:Q1019969"
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The following pages link to Bias-adjusted estimation in the ARX(1) model (Q1019969):
Displaying 12 items.
- Evaluating the density of ratios of noncentral quadratic forms in normal variables (Q961269) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Bias reduction in autoregressive models (Q1575374) (← links)
- The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- On the effect of deterministic terms on the bias in stable AR models (Q1928659) (← links)
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (Q1929047) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
- Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression (Q2513928) (← links)
- A median-unbiased estimator of the \(AR(1)\) coefficient (Q2703248) (← links)
- Miscellanea. From unbiased linear estimating equations to unbiased estimators (Q3842840) (← links)
