A Fixed Point Characterization for Bias of Autoregressive Estimators
Work
Year: 1989
Type: article
Abstract: Least squares estimators of the coefficients of an autoregression of known, finite order are biased to order $1/T$, where $T$ is the sample length, unless the observed time series is generated by a un... more
Source: The Annals of Statistics
Authors Robert A. Stine, Paul Shaman
Cites:
Cited by: 67
Related to: 10
FWCI: 0.384
Citation percentile (by year/subfield): 95.02
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze