Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic bias of the least squares estimator for multivariate autoregressive models |
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Asymptotic bias of the least squares estimator for multivariate autoregressive models (English)
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1984
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In this paper the asymptotic bias of the least squares estimator for multivariate autoregressive models is derived. Formulas for the low order univariate autoregressive models are given in terms of simple functions of parameters.
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asymptotic bias
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least squares estimator
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multivariate autoregressive models
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