A small sample confidence interval for autoregressive parameters (Q951044): Difference between revisions

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-Colin M. Gallagher
@@ Property / author: Colin M. Gallagher / rank @@
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+Colin M. Gallagher
@@ Property / author: Colin M. Gallagher / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jspi.2008.02.001
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@@ Property / OpenAlex ID @@
+W2102510744
@@ Property / OpenAlex ID: W2102510744 / rank @@
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@@ Property / cites work @@
+DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL
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@@ Property / cites work @@
+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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@@ Property / cites work @@
+Bootstrapping unstable first-order autoregressive processes
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+The Berry-Esseen bound for Student's statistic
@@ Property / cites work: The Berry-Esseen bound for Student's statistic / rank @@
+Normal rank
@@ Property / cites work @@
+Test Inversion Bootstrap Confidence Intervals
@@ Property / cites work: Test Inversion Bootstrap Confidence Intervals / rank @@
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@@ Property / cites work @@
+Student's t-Test Under Symmetry Conditions
@@ Property / cites work: Student's t-Test Under Symmetry Conditions / rank @@
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@@ Property / cites work @@
+Confidence intervals for autoregressive coefficients near one
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@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
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@@ Property / cites work @@
+Saddlepoint approximation for the least squares estimator in first-order autoregression
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@@ Property / cites work @@
+On the Statistical Treatment of Linear Stochastic Difference Equations
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@@ Property / cites work @@
+BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
@@ Property / cites work: BIAS IN THE ESTIMATION OF AUTOCORRELATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Bias in the sample autocorrelations of fractional noise
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@@ Property / cites work @@
+A Continuous Time Approximation to the Unstable First-Order Autoregressive Process: The Case Without an Intercept
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@@ Property / cites work @@
+Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
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+Nonlinear instrumental variable estimation of an autoregression.
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+Asymptotic distribution of an estimator of the boundary parameter of an unstable process
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+The Bias of Autoregressive Coefficient Estimators
@@ Property / cites work: The Bias of Autoregressive Coefficient Estimators / rank @@
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@@ Property / cites work @@
+CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS  TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
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@@ links / mardi / name / links / mardi / name @@
+Publication:951044