Approximation for the conditional distribution of the MLE with application to autoregression (Q5177474)
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scientific article; zbMATH DE number 6413931
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| English | Approximation for the conditional distribution of the MLE with application to autoregression |
scientific article; zbMATH DE number 6413931 |
Statements
12 March 2015
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ancillary statistic
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conditional inference
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\(p^*\) formula
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autoregression
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0.8361485600471497
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0.783463180065155
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0.7825415134429932
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0.7564207315444946
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