A fixed point characterization for bias of autoregressive estimators (Q1823595)
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scientific article; zbMATH DE number 4115783
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| English | A fixed point characterization for bias of autoregressive estimators |
scientific article; zbMATH DE number 4115783 |
Statements
A fixed point characterization for bias of autoregressive estimators (English)
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1989
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contraction
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Durbin-Levinson recursion
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Least squares estimators
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time series
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bias
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known mean
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unknown mean
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fixed point models
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different orders of autoregression
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least squares approximations to an infinite- order autoregression
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autocorrelation function
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spectral density
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Yule- Walker estimators
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boot-strapping autoregressive models
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0.8690730333328247
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0.8345016837120056
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0.8342768549919128
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0.8233034014701843
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