Moments of AR(1)-Model Estimators

DOI10.1081/SAC-200068447zbMath1072.62084OpenAlexW2061929134MaRDI QIDQ5697366

Jan Vrbik

Publication date: 17 October 2005

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-200068447

zbMATH Keywords

first-order autoregressive modelsampling distribution momentsserial correlation estimator

Mathematics Subject Classification ID

Cites Work

• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS

This page was built for publication: Moments of AR(1)-Model Estimators