A fixed point characterization for bias of autoregressive estimators (Q1823595): Difference between revisions
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Revision as of 09:50, 1 February 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)
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1989
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contraction
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Durbin-Levinson recursion
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Least squares estimators
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time series
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bias
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known mean
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unknown mean
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fixed point models
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different orders of autoregression
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least squares approximations to an infinite- order autoregression
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autocorrelation function
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spectral density
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Yule- Walker estimators
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boot-strapping autoregressive models
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