✦ LIBER ✦

Saddlepoint Approximation for the Least Squares Estimator in First-Order Autoregression

✍ Scribed by Offer Lieberman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Amendments and Corrections: Saddlepoint

✍ Offer Lieberman 📂 Article 📅 1996 🏛 Oxford University Press 🌐 English ⚖ 74 KB

Edgeworth and Saddlepoint Approximations

✍ P. C. B. Phillips 📂 Article 📅 1978 🏛 Oxford University Press 🌐 English ⚖ 811 KB

APPROXIMATE DISTRIBUTION OF PARAMETER ES

✍ Dinh Pham Tuan 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 914 KB

Consistency of the Least Squares Estimat

✍ Brian D. Macpherson and Wayne A. Fuller 📂 Article 📅 1983 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 929 KB

Improved discretization error estimates

✍ Manteuffel, T.; McCormick, S.; Pflaum, C. 📂 Article 📅 2003 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 145 KB

Asymptotic bias of the least squares est

✍ Taku Yamamoto; Naoto Kunitomo 📂 Article 📅 1984 🏛 Springer Japan 🌐 English ⚖ 469 KB