BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (Q3497073): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00056.x / rank | |||
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| Property / OpenAlex ID: W2049806222 / rank | |||
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| Property / cites work: Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 / rank | |||
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| Property / cites work: Q4137964 / rank | |||
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| Property / cites work: Properties of Predictors for Autoregressive Time Series / rank | |||
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| Property / cites work: Q3911791 / rank | |||
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Latest revision as of 11:55, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS |
scientific article |
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BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (English)
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1990
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least-squares estimation
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bias
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modified Yule-Walker estimators
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multivariate autoregression of arbitrary order
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innovations
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martingale difference sequence
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