Recursive mean adjustment in time-series inferences
type: Item
instance of: scholarly article
title: Recursive mean adjustment in time-series inferences
zbMATH Open document ID: 0914.62069
DOI: 10.1016/S0167-7152(98)00247-8
author: K. Appert
published in: Statistics \& Probability Letters
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1278996
zbMATH Keywords: bias
zbMATH Keywords: confidence interval
zbMATH Keywords: recursive residual
zbMATH Keywords: mean adjustment
MaRDI profile type: Publication
cites work: Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
cites work: Time series: theory and methods
cites work: Q4082864
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cites work: A Review of the Development and Application of Recursive Residuals in Linear Models
cites work: A Simple Test for Serial Correlation in Regression Analysis
cites work: The Bias of Autoregressive Coefficient Estimators
full work available at URL: s0167-7152(98)00247-8
OpenAlex ID: W2028726870
description: scientific article; zbMATH DE number 1278996