On the bias of the least squares estimator for the first order autoregressive process (Q909399)
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English | On the bias of the least squares estimator for the first order autoregressive process |
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On the bias of the least squares estimator for the first order autoregressive process (English)
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1989
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explosive
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least squares estimator
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stable
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unstable
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exact formula for the bias
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estimator of the first order autoregressive process
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asymptotic bias
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