The bias mapping of the Yule-Walker estimator is a contraction (Q5243738)

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scientific article; zbMATH DE number 7132548
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The bias mapping of the Yule-Walker estimator is a contraction
scientific article; zbMATH DE number 7132548

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    The bias mapping of the Yule-Walker estimator is a contraction (English)
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    19 November 2019
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    bias mapping
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    Yule-Walker estimation
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    autoregressive coefficients
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    departure from normality
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