Bias of some commonly-used time series estimates

Biometrika

Volumn 70, Issue 2, 1983, Pages 389-399

  Tjøstheim, Dag ^a   Paulsen, Jostein ^a  

^a UNIVERSITY OF BERGEN   (Norway)

Author keywords

Autoregressive process; Bias; Least squares estimate; Yule Walker estimate

Indexed keywords

EID: 0000877685     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/70.2.389     Document Type: Article

References (0)