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zbMath0463.62076MaRDI QIDQ3914262

Stratis Kounias, Efthymia Bora-Senta

Publication date: 1980

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

parameter estimation time series maximum likelihood method of moments conditional least squares Yule-Walker equations computational procedure order determination of autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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Mean estimation bias in least squares estimation of autoregressive processes

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