BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (Q3497073)
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scientific article; zbMATH DE number 4169904
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| English | BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS |
scientific article; zbMATH DE number 4169904 |
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BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (English)
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1990
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least-squares estimation
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bias
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modified Yule-Walker estimators
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multivariate autoregression of arbitrary order
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innovations
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martingale difference sequence
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0.91805214
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0.9144897
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