Pages that link to "Item:Q1623541"
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The following pages link to Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541):
Displayed 4 items.
- Bias and covariance of the least squares estimate in a structured errors-in-variables problem (Q2291334) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- On Sample Skewness and Kurtosis (Q5080552) (← links)
- The variances of non-parametric estimates of the cross-sectional distribution of durations (Q6134142) (← links)