Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-sample properties of estimators for first and second order autoregressive processes |
scientific article |
Statements
Finite-sample properties of estimators for first and second order autoregressive processes (English)
0 references
28 September 2022
0 references
bias correction
0 references
Gaussian copula
0 references
orthogonal polynomial regression
0 references
sampling distribution
0 references
skew-normal approximation
0 references
