The bias of autoregressive coefficient estimators

Journal of the American Statistical Association

Volumn 83, Issue 403, 1988, Pages 842-848

  Shaman, Paul ^a   Stine, Robert A ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Autoregressive process; Least squares estimator; Yule Walker estimator

Indexed keywords

EID: 0000265426     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1988.10478672     Document Type: Article

References (20)

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