Pages that link to "Item:Q2830677"
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The following pages link to Exactly/nearly unbiased estimation of autocovariances of a univariate time series with unknown mean (Q2830677):
Displaying 8 items.
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Nearly unbiased estimation of sample skewness (Q777703) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- Portmanteau tests based on quadratic forms in the autocorrelations (Q5154082) (← links)
- Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)
