Asymptotic bias of the least squares estimator for...

Annals of the Institute of Statistical Mathematics 1984 Vol. 36; Iss. 1

Asymptotic bias of the least squares estimator for multivariate autoregressive models

Taku Yamamoto, Naoto Kunitomo
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Volume:
36
Year:
1984
Language:
english
Pages:
12
Journal:
Annals of the Institute of Statistical Mathematics
DOI:
10.1007/bf02481980
File:
PDF, 469 KB
english, 1984
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