A closed form of biased AR(1) model

DOI10.17654/AS050030191zbMATH Open1378.62066OpenAlexW2604252545MaRDI QIDQ5269523FDOQ5269523

Authors: S. M. El-Sayed, Ahmed A. El-Sheikh, Mohamed Khalifa Ahmed Issa, Hadia Faried Mohamed Ahmed Azmy 

Publication date: 27 June 2017

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10627.htm

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zbMATH Keywords

consistencytime seriesunbiasednesslinearityunconditional maximum likelihoodfirst order autoregressive

Mathematics Subject Classification ID

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

Cited In (2)

• Title not available (Why is that?)
• Closed forms for asymptotic bias and variance in autoregressive models with unit roots

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