A Median-Unbiased Estimator of the AR(1) Coefficient
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Publication:2703248
DOI10.1111/1467-9892.00150zbMath0956.62090MaRDI QIDQ2703248
Publication date: 1 March 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00150
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62F10: Point estimation
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