Asymptotic analysis of the bias of the modified Yule-Walker estimator (Q3679085)
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scientific article; zbMATH DE number 3900656
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| English | Asymptotic analysis of the bias of the modified Yule-Walker estimator |
scientific article; zbMATH DE number 3900656 |
Statements
Asymptotic analysis of the bias of the modified Yule-Walker estimator (English)
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1985
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asymptotic bias
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autoregressive estimates
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modified Yule-Walker method
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0.8109433650970459
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0.8012660145759583
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0.7948968410491943
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0.7912836670875549
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0.7908557653427124
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