scientific article; zbMATH DE number 2052894

MaRDI QIDQ4454527zbMATH OpenFDO

Authors K. Nouali, H. Fellag

Publication date 8 March 2004

zbMATH Keywords

biasuniform distribution

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS
• Robustness of estimation of first-order autoregressive model under contaminated uniform white noise
• The Bias of Autoregressive Coefficient Estimators
• Bayesian estimation of AR(1) models with uniform innovations
• A closed form of biased AR(1) model

Cited in

(5)

• The effects of small sample bias in threshold autoregressive models
• Robustness of estimation of first-order autoregressive model under contaminated uniform white noise
• Bayesian estimation of AR(1) models with uniform innovations
• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS
• A closed form of biased AR(1) model

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