Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood

Journal of the American Statistical Association

Volumn 95, Issue 452, 2000, Pages 1173-1184

  Cheang, Wai Kwong ^a   Reinsel, Gregory C ^b  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^b University of Wisconsin   (United States)

Author keywords

Autoregression; Bias; Maximum likelihood estimator; Restricted maximum likelihood estimator; Time series regression model

Indexed keywords

EID: 0442293853     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2000.10474318     Document Type: Article

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