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Approximating estimators of the first-order autoregression

Dennis P. Sheehan
Year1983
VenueJournal of Statistical Computation and Simulation
Typearticle
Citations2
DOI10.1080/00949658308810675
OpenAlexW2065907096

Topics

Statistical and numerical algorithmsMathematicsEstimatorAutoregressive modelApplied mathematicsLeast-squares function approximation