Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707): Difference between revisions
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Revision as of 03:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic bias of the least squares estimator for multivariate autoregressive models |
scientific article |
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Asymptotic bias of the least squares estimator for multivariate autoregressive models (English)
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1984
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In this paper the asymptotic bias of the least squares estimator for multivariate autoregressive models is derived. Formulas for the low order univariate autoregressive models are given in terms of simple functions of parameters.
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asymptotic bias
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least squares estimator
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multivariate autoregressive models
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