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Communications in Statistics - Simulation and Computation Volume 34, 2005 - Issue 3
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Time Series

Moments of AR(1)-Model Estimators

Jan Vrbik Department of Mathematics, Brock University, St. Catharines, Ontario, CanadaCorrespondence[email protected]
Pages 595-600 | Received 18 Oct 2002, Accepted 04 Mar 2005, Published online: 15 Feb 2007

References

  • Kendall , M. G. , Stuart , A. ( 1968 ). The Advanced Theory of Statistics. Vol. 3 . New York : Hafner Publishing Company .
  • Tuan , D. P. ( 1992 ). Approximate distribution of parametric estimators for first-order autoregressive models . J. Time Ser. Anal. 13 ( 2 ): 147 – 170 .

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