Work

Asymptotic bias of the least squares estimator for multivariate autoregressive models

Year: 1984

Type: article

Source: Annals of the Institute of Statistical Mathematics

DOI: 10.1007/bf02481980

Authors: Taku Yamamoto, Naoto Kunitomo

Institutions: Yokohama National University, The University of Tokyo

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

Funder: University of Tokyo

OpenAlex ID: W2000423572

FWCI: 1.429

Cites: 7

Cited by: 42

Related to: 10