Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
| Year of publication: |
1994
|
|---|---|
| Authors: | Tsui, Albert K. ; Ali, Mukhtar M. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 17.1994, 4, p. 433-454
|
| Publisher: |
Elsevier |