The bias mapping of the Yule-Walker estimator is a contraction (Q5243738)
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scientific article; zbMATH DE number 7132548
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English | The bias mapping of the Yule-Walker estimator is a contraction |
scientific article; zbMATH DE number 7132548 |
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The bias mapping of the Yule-Walker estimator is a contraction (English)
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19 November 2019
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bias mapping
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Yule-Walker estimation
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autoregressive coefficients
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departure from normality
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