On the bias of the least squares estimator for the first order autoregressive process (Q909399)
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scientific article; zbMATH DE number 4137209
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the bias of the least squares estimator for the first order autoregressive process |
scientific article; zbMATH DE number 4137209 |
Statements
On the bias of the least squares estimator for the first order autoregressive process (English)
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1989
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explosive
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least squares estimator
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stable
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unstable
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exact formula for the bias
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estimator of the first order autoregressive process
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asymptotic bias
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