A comparative simulation study of AR(1) estimators in short time series
Author:
Funder
NWO
Publisher
Springer Science and Business Media LLC
Subject
General Social Sciences,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11135-015-0290-1.pdf
Reference28 articles.
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3. Box, G.E.P., Jenkins, G.M.: Time Series Analysis: Forecasting and Control. Holden-Day, San Francisco (1976)
4. Byrd, R.H., Lu, P., Nocedal, J., Zhu, C.: A limited memory algorithm for bound constrained optimization. SIAM J. Sci. Comput. 16(5), 1190–1208 (1995). doi: 10.1137/0916069
5. Cox, D.D., Llatas, I.: Maximum likelihood type estimation for nearly nonstationary autoregressive time series. Ann. Stat. 19(3), 1109–1128 (1991). doi: 10.1214/aos/1176348240
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