Closed forms for asymptotic bias and variance in autoregressive models with unit roots (Q1903663)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Closed forms for asymptotic bias and variance in autoregressive models with unit roots |
scientific article; zbMATH DE number 825293
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed forms for asymptotic bias and variance in autoregressive models with unit roots |
scientific article; zbMATH DE number 825293 |
Statements
Closed forms for asymptotic bias and variance in autoregressive models with unit roots (English)
0 references
12 December 1995
0 references
Bernoulli numbers
0 references
continued fractions
0 references
elliptic functions
0 references
series summation
0 references
Stieltjes series
0 references
convergence acceleration
0 references
computerized symbolic manipulation
0 references
first-order autoregressive AR(1) model
0 references
closed- form analytical expressions
0 references
asymptotic bias
0 references
variance
0 references
maximum likelihood estimator
0 references
0 references
