Bootstrap, jackknife and COLS: bias and mean squared error in estimation of autoregressive models (Q4928553)
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scientific article; zbMATH DE number 6176316
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| English | Bootstrap, jackknife and COLS: bias and mean squared error in estimation of autoregressive models |
scientific article; zbMATH DE number 6176316 |
Statements
Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models (English)
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14 June 2013
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autoregression
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bias
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efficiency
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mean squared error
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bootstrap
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jackknife
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moment approximation
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non-normal
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0.8146582841873169
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0.8113328814506531
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0.8028175830841064
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0.7538909316062927
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0.7521183490753174
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