Pages that link to "Item:Q5956478"
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The following pages link to Note on the bias in the estimation of the serial correlation coefficient of AR(1) processes. (Q5956478):
Displaying 4 items.
- Bent-cable regression with autoregressive noise (Q104279) (← links)
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- GENERAL FORMULAS FOR SERIAL CORRELATION, VARIANCE AND LIKELIHOOD FUNCTION RELATING TO AR(k) MODELS (Q4589274) (← links)