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Publication:3819858
zbMath0667.62067MaRDI QIDQ3819858
D. F. Nicholls, Alun Lloyd Pope
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
inequalitiesasymptotic biasstate space representationbias correctionssmall samplesGaussian innovationsmultivariate autoregressionbias of the least squares estimate of the transition matrixi.i.d. innovationsmultivariate stationary ergodic AR(p) process
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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