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- W2044319492 abstract "A proof is given that the median of the ratios of consecutive observations of a stationary first-order autoregressive process Xt = αXt−1 + Yt with P(Yt≥ 0) = P(Yt≤ 0) = 1/2 and P(Xt = 0) = 0 is a median-unbiased estimator of α." @default.
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- W2044319492 title "A Median-Unbiased Estimator of the AR(1) Coefficient" @default.
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- W2044319492 doi "https://doi.org/10.1111/1467-9892.00150" @default.
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