A comparison of estimators for the first order autoregressive process with a unit root (Q4905088)
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scientific article; zbMATH DE number 6136431
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| English | A comparison of estimators for the first order autoregressive process with a unit root |
scientific article; zbMATH DE number 6136431 |
Statements
15 February 2013
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unit roots estimators
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explosive time series
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AR(1) model
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MLS method
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MWS method
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0.8691902756690979
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0.7779901027679443
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0.7779901027679443
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