BIAS IN THE ESTIMATION OF MULTIVARIATE AUTOREGRESSIONS
- 1 May 1988
- journal article
- Published by Wiley in Australian Journal of Statistics
- Vol. 30A (1), 296-309
- https://doi.org/10.1111/j.1467-842x.1988.tb00484.x
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Properties of Predictors in Misspecified Autoregressive Time Series ModelsJournal of the American Statistical Association, 1985
- Bias of some commonly-used time series estimatesBiometrika, 1983
- Bootstrapping Regression ModelsThe Annals of Statistics, 1981
- Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1Journal of the American Statistical Association, 1981
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970
- BIAS IN THE ESTIMATION OF AUTOCORRELATIONSBiometrika, 1954
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATIONBiometrika, 1954