Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood

DOI10.2307/2669758zbMath1004.62071OpenAlexW4244888814MaRDI QIDQ4541337

Wai-Kwong Cheang, Gregory C. Reinsel

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669758

zbMATH Keywords

maximum likelihood estimatorbiasautoregressionrestricted maximum likelihood estimatortime series regression models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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