Finite-sample properties of estimators for first and second order autoregressive processes

Mathematics

• Order Autoregressive Process 100%
• Autoregressive Model 100%
• Orthogonal Polynomial 50%
• Sampling Distribution 50%
• Confidence Interval 50%
• Autoregressive Coefficient 50%
• Gaussian Copula 50%
• Normal Density 50%
• Sample Distribution 50%
• Corrected Version 50%
• Bias Corrected Estimator 50%
• Polynomial Regression 50%

Keyphrases

• Orthogonal Polynomial Regression 33%
• Finite Sample Distribution 33%
• Bias-corrected Estimator 33%