On the effect of deterministic terms on the bias in stable AR models (Q1928659)
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: On the effect of deterministic terms on the bias in stable AR models |
scientific article; zbMATH DE number 6121791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the effect of deterministic terms on the bias in stable AR models |
scientific article; zbMATH DE number 6121791 |
Statements
On the effect of deterministic terms on the bias in stable AR models (English)
0 references
3 January 2013
0 references
autoregressive models
0 references
estimation bias
0 references
large-sample asymptotics
0 references
Nagar expansions
0 references
0 references
0 references
0 references
