scientific article; zbMATH DE number 2052894

zbMATH Open1037.62090MaRDI QIDQ4454527FDOQ4454527

Authors: K. Nouali, H. Fellag 

Publication date: 8 March 2004

Title of this publication is not available (Why is that?)

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

zbMATH Keywords

uniform distributionbias

Mathematics Subject Classification ID

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

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
• A closed form of biased AR(1) model
• Bayesian estimation of AR(1) models with uniform innovations
• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS

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