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

DOI10.1109/TAC.1985.1104081zbMath0566.93053OpenAlexW2017040569MaRDI QIDQ3682351

Jan Studzinski, Zbigniew Nahorski

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1985.1104081

zbMATH Keywords

small sample biasprocess parameterfirst-order autoregressiveHurwicz formulaleast-squares (LS) estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Estimation and detection in stochastic control theory (93E10)

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