The Bias of Autoregressive Coefficient Estimators (Q3813102)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bias of Autoregressive Coefficient Estimators |
scientific article |
Statements
1988
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bias of estimators
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autoregressive model
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effects of overspecification
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model order
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Yule-Walker estimators
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asymptotic approximation
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least- squares estimators
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numerical simulations
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The Bias of Autoregressive Coefficient Estimators (English)
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