Inference About the First-Order Autoregressive Coefficient (Q4681075)
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scientific article; zbMATH DE number 2176027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference About the First-Order Autoregressive Coefficient |
scientific article; zbMATH DE number 2176027 |
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Inference About the First-Order Autoregressive Coefficient (English)
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14 June 2005
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autoregressive coefficient
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AR(1) process
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beta approximant
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Burg's estimator
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Jacobi polynomials
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least-squares estimator
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moments
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ratio of quadratic forms
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Yule-Walker estimator
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