On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Year of publication: |
2006
|
---|---|
Authors: | Tanizaki, Hisashi ; Hamori, Shigeyuki ; Matsubayashi, Yoichi |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 47.2006, 1, p. 109-124
|
Subject: | Systematischer Fehler | Bias | Schätztheorie | Estimation theory | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Kleinste-Quadrate-Methode | Least squares method |
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