On the effect of deterministic terms on the bias in stable AR models (Q1928659): Difference between revisions
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Revision as of 06:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the effect of deterministic terms on the bias in stable AR models |
scientific article |
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On the effect of deterministic terms on the bias in stable AR models (English)
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3 January 2013
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autoregressive models
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estimation bias
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large-sample asymptotics
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Nagar expansions
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