Finite Sample Analysis of the First Order Autoregressive Model (Q3746729)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3982345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finite Sample Analysis of the First Order Autoregressive Model |
scientific article; zbMATH DE number 3982345 |
Statements
Finite Sample Analysis of the First Order Autoregressive Model (English)
0 references
1985
0 references
ordinary least squares estimator
0 references
exact first and second moments
0 references
OLS estimator
0 references
first order moving average
0 references
intercept term
0 references
0.8105543255805969
0 references
0.809847354888916
0 references
0.7902609705924988
0 references
0.7753640413284302
0 references
