A fixed point characterization for bias of autoregressive estimators (Q1823595): Difference between revisions

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Revision as of 04:48, 5 March 2024

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A fixed point characterization for bias of autoregressive estimators
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    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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