Finite Sample Analysis of the First Order Autoregressive Model (Q3746729)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Sample Analysis of the First Order Autoregressive Model |
scientific article |
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Finite Sample Analysis of the First Order Autoregressive Model (English)
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1985
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ordinary least squares estimator
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exact first and second moments
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OLS estimator
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first order moving average
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intercept term
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