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Small sample bias reduction of the first-order autoregressive parameter least-squares estimator - MaRDI portal

Small sample bias reduction of the first-order autoregressive parameter least-squares estimator (Q3682351)

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Small sample bias reduction of the first-order autoregressive parameter least-squares estimator
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    Small sample bias reduction of the first-order autoregressive parameter least-squares estimator (English)
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    1985
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    small sample bias
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    least-squares (LS) estimator
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    first-order autoregressive
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    process parameter
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    Hurwicz formula
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