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- W2017099901 abstract "This paper considers the sampling distribution problem of the least squares estimator for the parameter of some special autoregressive models. The Edgeworth approximation has been derived and a modification is proposed to improve its accuracy. Comparisons with the exact distribution and the so called Edgeworth-B approximation have been discussed. The results show that the proposed approximation performs more accurately than the Edgeworth-B approximation, especially, when models are close to the non-stationary boundary." @default.
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- W2017099901 date "1992-01-01" @default.
- W2017099901 modified "2023-09-27" @default.
- W2017099901 title "A Modification of the Edgeworth Approximation in the AR (1) Model" @default.
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- W2017099901 doi "https://doi.org/10.1002/bimj.4710340812" @default.
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