The following pages link to (Q5511829):
Displaying 19 items.
- Jackknife estimation with a unit root (Q383929) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- Second-order risk comparison of SLSE with GLSE and MLE in a regression with serial correlation (Q1062705) (← links)
- Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707) (← links)
- Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 (Q1151223) (← links)
- Differencing of random walks and near random walks (Q1243566) (← links)
- The sampling distribution of forecasts from a first-order autoregression (Q1255748) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- A general result on the estimation bias of ARMA models (Q1643799) (← links)
- Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
- Closed forms for asymptotic bias and variance in autoregressive models with unit roots (Q1903663) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series (Q2061762) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
- Effect of autocorrelation estimators on the performance of the X̄ control chart (Q4960710) (← links)
- Shrinkage estimation and forecasting in dynamic regression models under structural instability (Q6656775) (← links)
