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A comparative simulation study of AR(1) estimators in short time series

Various estimators of the autoregressive model exist. We compare their performance in estimating the autocorrelation in short time series. In Study 1, under correct model specification, we compare the frequentist r (1) estimator, C-statistic, ordinary least squares estimator (OLS) and maximum likeli...

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Detalles Bibliográficos
Autores principales:	Krone, Tanja, Albers, Casper J., Timmerman, Marieke E.
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer Netherlands 2015
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5227053/ https://www.ncbi.nlm.nih.gov/pubmed/28133396 http://dx.doi.org/10.1007/s11135-015-0290-1

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