A fixed point characterization for bias of autoregressive estimators (Q1823595): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aos/1176347268 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1984240965 / rank | |||
Normal rank | |||
Latest revision as of 23:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fixed point characterization for bias of autoregressive estimators |
scientific article |
Statements
A fixed point characterization for bias of autoregressive estimators (English)
0 references
1989
0 references
contraction
0 references
Durbin-Levinson recursion
0 references
Least squares estimators
0 references
time series
0 references
bias
0 references
known mean
0 references
unknown mean
0 references
fixed point models
0 references
different orders of autoregression
0 references
least squares approximations to an infinite- order autoregression
0 references
autocorrelation function
0 references
spectral density
0 references
Yule- Walker estimators
0 references
boot-strapping autoregressive models
0 references
