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Moments of AR(k) Parameter Estimators - MaRDI portal

Moments of AR(k) Parameter Estimators (Q5259165)

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scientific article; zbMATH DE number 6449812
Language Label Description Also known as
English
Moments of AR(k) Parameter Estimators
scientific article; zbMATH DE number 6449812

    Statements

    title
    Moments of AR(k) Parameter Estimators (English)
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    publication date
    24 June 2015
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    zbMATH Keywords
    autoregressive models
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    cumulants
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    Edgeworth series
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    estimators
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    author
    Jan Vrbik
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    Identifiers

    zbMATH DE Number
    6449812
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    OpenAlex ID
    W1976125560
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