On the bias of the least squares estimator for the first order autoregressive process
| Year of publication: |
1989
|
|---|---|
| Authors: | Breton, Alain ; Pham, Dinh |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 41.1989, 3, p. 555-563
|
| Publisher: |
Springer |
| Subject: | Autoregressive process | asymptotic bias | explosive | least squares estimator | stable | unstable |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395768