A general result on the estimation bias of ARMA models (Q1643799)
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scientific article; zbMATH DE number 6892244
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general result on the estimation bias of ARMA models |
scientific article; zbMATH DE number 6892244 |
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A general result on the estimation bias of ARMA models (English)
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20 June 2018
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ARMA
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maximum likelihood
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bias
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exogenous regressors
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0.8740524053573608
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0.8093042373657227
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