Recursive mean adjustment in time-series inferences
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Publication:1284588
DOI10.1016/S0167-7152(98)00247-8zbMath0914.62069MaRDI QIDQ1284588
Publication date: 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00247-8
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
- Time series: theory and methods
- A Review of the Development and Application of Recursive Residuals in Linear Models
- The Bias of Autoregressive Coefficient Estimators
- A Simple Test for Serial Correlation in Regression Analysis
- Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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