Note on the bias in the estimation of the serial correlation coefficient of AR(1) processes.
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Publication:5956478
DOI10.1007/s003620100077zbMath1099.62532OpenAlexW2056539671MaRDI QIDQ5956478
Publication date: 2001
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s003620100077
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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