Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880)
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scientific article; zbMATH DE number 7594033
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| English | Finite-sample properties of estimators for first and second order autoregressive processes |
scientific article; zbMATH DE number 7594033 |
Statements
Finite-sample properties of estimators for first and second order autoregressive processes (English)
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28 September 2022
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bias correction
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Gaussian copula
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orthogonal polynomial regression
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sampling distribution
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skew-normal approximation
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0.90183085
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0.90148026
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0.88922256
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0.8885416
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0.8854674
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0.8852601
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