From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959)

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scientific article; zbMATH DE number 5017222
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    From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
    scientific article; zbMATH DE number 5017222

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      From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (English)
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      4 April 2006
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      AR(1) model
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      bias
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      bridge sampling
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      Efron-Morris estimator
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      fractional derivative
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      history of statistics
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      James-Stein estimator
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      Laplace transform
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      normalizing constant
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      R. A. Fisher
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      unit root
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      Wiener process
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