The following pages link to Bias correction in ARMA models (Q1324594):
Displaying 50 items.
- Bias-corrected maximum likelihood estimation of the parameters of the complex Bingham distribution (Q318968) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- On bootstrap and analytical bias corrections (Q1128548) (← links)
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Bias correction for a class of multivariate nonlinear regression models (Q1373985) (← links)
- Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (Q1400129) (← links)
- Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise. (Q1423253) (← links)
- A general result on the estimation bias of ARMA models (Q1643799) (← links)
- Improved parameter estimation of the log-logistic distribution with applications (Q1695529) (← links)
- Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Power Lindley distribution and associated inference (Q1800073) (← links)
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models (Q1970825) (← links)
- Improved estimation in a general multivariate elliptical model (Q1994023) (← links)
- Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
- New closed-form estimator and its properties (Q2126017) (← links)
- New closed-form estimators for weighted Lindley distribution (Q2132009) (← links)
- bccp: an R package for life-testing and survival analysis (Q2135871) (← links)
- A general expression for second-order covariance matrices -- an application to dispersion models (Q2233637) (← links)
- Bias correction in a multivariate normal regression model with general parameterization (Q2270864) (← links)
- Bias corrected MLEs for the Weibull distribution based on records (Q2360938) (← links)
- A third-order bias corrected estimate in generalized linear models (Q2384660) (← links)
- Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
- Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution (Q2807695) (← links)
- Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution (Q2811399) (← links)
- Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution (Q2811451) (← links)
- On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution (Q2839057) (← links)
- Bias Reduction for the Maximum Likelihood Estimators of the Parameters in the Half-Logistic Distribution (Q2903812) (← links)
- Bias Correction in the Type I Generalized Logistic Distribution (Q3015863) (← links)
- Generalized Weibull Linear Models (Q3064106) (← links)
- Improved point estimation for inverse gamma regression models (Q3389631) (← links)
- Corrected Estimators in Extended Quasi-Likelihood Models (Q3499074) (← links)
- Bias Correction in Generalized Nonlinear Models with Dispersion Covariates (Q3526076) (← links)
- Using Maple and Mathematica to derive bias corrections for two parameter distributions (Q3638589) (← links)
- Improved estimators for generalized linear models with dispersion covariates (Q4253264) (← links)
- on the second-order bias of parameter estimates in nonlinear regression models with student<i>t</i>errors (Q4253292) (← links)
- Residual variance estimation in moving average models (Q4269936) (← links)
- Bias-corrected maximum likelihood estimation for the beta distribution (Q4347037) (← links)
- BIAS in linear regression models with unknown covariance matrix (Q4387670) (← links)
- Sample Size Corrections for the Maximum Partial Likelihood Estimator (Q4454180) (← links)
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar (Q4541667) (← links)
- Bias corrected estimates in multivariate student t regression models (Q4550610) (← links)
- Bias correction in the cox regression model (Q4673866) (← links)
- THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707) (← links)
- Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution (Q4922641) (← links)
- Estimation for the parameters of the generalized half-normal distribution (Q4960566) (← links)
- Bias-corrected maximum likelihood estimation of the parameters of the generalized half-normal distribution (Q4960590) (← links)
- Predictive performance of penalized beta regression model for continuous bounded outcomes (Q5035749) (← links)
- Bias corrected maximum likelihood estimators under progressive type-I interval censoring scheme (Q5055174) (← links)
- The Lehmann type II inverse Weibull distribution in the presence of censored data (Q5055190) (← links)
