The distribution of the maximum likelihood estimator of the parameter in the first-order autoregressive series

DOI10.1093/biomet/59.2.387zbMath0238.62074OpenAlexW2055305628MaRDI QIDQ5649310

J. E. Reeves

Publication date: 1972

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/59.2.387

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (3)

Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model ⋮ Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier ⋮ Typical decision problems in the first-order autoregressive time series

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