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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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

id	sg-nus-scholar.10635-129346
record_format	dspace
spelling	sg-nus-scholar.10635-1293462024-11-11T22:27:36Z Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model Tsui, A.K. Ali, M.M. ECONOMICS & STATISTICS Distribution function Joint characteristic functions Moments Trigonometric function Computational Statistics and Data Analysis 17 4 433-454 CSDAD 2016-11-08T08:21:40Z 2016-11-08T08:21:40Z 1994-05 Article Tsui, A.K., Ali, M.M. (1994-05). Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model. Computational Statistics and Data Analysis 17 (4) : 433-454. ScholarBank@NUS Repository. 01679473 http://scholarbank.nus.edu.sg/handle/10635/129346 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Distribution function Joint characteristic functions Moments Trigonometric function
spellingShingle	Distribution function Joint characteristic functions Moments Trigonometric function Tsui, A.K. Ali, M.M. Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
description	Computational Statistics and Data Analysis
author2	ECONOMICS & STATISTICS
author_facet	ECONOMICS & STATISTICS Tsui, A.K. Ali, M.M.
format	Article
author	Tsui, A.K. Ali, M.M.
author_sort	Tsui, A.K.
title	Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
title_short	Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
title_full	Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
title_fullStr	Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
title_full_unstemmed	Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
title_sort	exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/129346
_version_	1821187996155641856

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

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