On the bias of the least squares estimator for the first order autoregressive process (Q909399)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the bias of the least squares estimator for the first order autoregressive process
scientific article

    Statements

    On the bias of the least squares estimator for the first order autoregressive process (English)
    0 references
    0 references
    0 references
    1989
    0 references
    explosive
    0 references
    least squares estimator
    0 references
    stable
    0 references
    unstable
    0 references
    exact formula for the bias
    0 references
    estimator of the first order autoregressive process
    0 references
    asymptotic bias
    0 references

    Identifiers