Moments of AR(k) Parameter Estimators (Q5259165)

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scientific article; zbMATH DE number 6449812
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Moments of AR(k) Parameter Estimators
scientific article; zbMATH DE number 6449812

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    Moments of AR(k) Parameter Estimators (English)
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    24 June 2015
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    autoregressive models
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    cumulants
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    Edgeworth series
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    estimators
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