Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model

Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model

Computational Statistics and Data Analysis

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Bibliographic Details
Main Authors: Tsui, A.K., Ali, M.M.
Other Authors: ECONOMICS & STATISTICS
Format: Article
Published: 2016
Subjects:
Distribution function
Joint characteristic functions
Moments
Trigonometric function
Online Access:http://scholarbank.nus.edu.sg/handle/10635/129346
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Institution: National University of Singapore
Description
Summary:Computational Statistics and Data Analysis

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