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Revision as of 12:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS |
scientific article |
Statements
BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (English)
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1990
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least-squares estimation
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bias
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modified Yule-Walker estimators
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multivariate autoregression of arbitrary order
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innovations
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martingale difference sequence
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