Author:
Le Breton Alain,Pham Dinh Tuan
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference16 articles.
1. Anderson, T. W. (1959). On the asymptotic distribution of estimates of parameters of stochastic difference equations,Ann. Math. Statist.,30, 676?687.
2. Anderson, T. W. (1971).The Statistical Analysis of Time Series, Wiley, New York.
3. Bartlett, M. S. (1946). On the theoretical specification and sampling properties of autocorrelated time series,J. Roy. Statist. Soc. Suppl.,8, 27.
4. Hurwicz, L. (1950). Least squares bias in time series,Statistical Inference in Dynamic Economic Models, (ed. T. C., Koopmans), Wiley, New York.
5. Kendall, M. G. (1954). Note on the bias in the estimation of autocorrelation,Biometrika,41, 403?404.
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献