Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model
type: Item
instance of: scholarly article
title: Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model
zbMATH Open document ID: 0937.62638
DOI: 10.1016/0167-9473(94)90022-1
author: Albert K. Tsui
author: Mukhtar M. Ali
published in: Computational Statistics and Data Analysis
publication date: 1997-08-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1039174
zbMATH Keywords: joint characteristic functions
zbMATH Keywords: trigonometric function
zbMATH Keywords: distribution function
zbMATH Keywords: moments
describes a project that uses: IMSL Numerical Libraries
MaRDI profile type: Publication
full work available at URL: 0167-9473(94)90022-1
OpenAlex ID: W2018077703
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description: scientific article; zbMATH DE number 1039174