scientific article; zbMATH DE number 2052894

zbMATH Open1037.62090MaRDI QIDQ4454527FDOQ4454527

H. Fellag, K. Nouali

Publication date: 8 March 2004

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

zbMATH Keywords

uniform distributionbias

Mathematics Subject Classification ID

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

Cited In (2)

• The effects of small sample bias in threshold autoregressive models
• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS

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