The DOI matches its Crossref record.
NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
Abstract
Journal Article NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION Get access M. G. KENDALL M. G. KENDALL Division of Research Techniques, London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 41, Issue 3-4, 3 December 1954, Pages 403–404, https://doi.org/10.1093/biomet/41.3-4.403 Published: 03 December 1954
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Cited by
Small-Sample Properties of ARCH Estimators and Tests
Engle, R. F., Hendry, D. F., & Trumble, D. (1985) · The Canadian Journal of Economics · doi:10.2307/135114 · Cited by 185
Forecasting autoregressive time series with bias-corrected parameter estimators
Kim, J. H. (2003) · International Journal of Forecasting · doi:10.1016/s0169-2070(02)00062-6 · Cited by 62
Metadata
- Authors
- KENDALL, M. G.
- Venue
- Biometrika
- Publisher
- Oxford University Press (OUP)
- Published
- 1954
- Volume
- 41
- Issue
- 3-4
- Pages
- 403-404
- ISSN
- 0006-3444 (ISSN-L)
- 1464-3510
- OpenAlex
- W2049156204
- Cited by
- 542
- References
- 0
- FWCI
- 0.00
- Type
- journal article
- Language
- en
- Open access
- closed
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
