• DocumentCode
    850402
  • Title

    Small sample bias reduction of the first-order autoregressive parameter least-squares estimator

  • Author

    Nahorski, Zbignew ; Studzinski, Jan

  • Author_Institution
    Polish Academy of Sciences, Newelska, Warsaw, Poland
  • Volume
    30
  • Issue
    9
  • fYear
    1985
  • fDate
    9/1/1985 12:00:00 AM
  • Firstpage
    893
  • Lastpage
    895
  • Abstract
    A method to reduce the small sample bias in the least-squares (LS) estimator of the first-order autoregressive (AR) process parameter is given. It is based on the use of the Hurwicz [1] formula for bias.
  • Keywords
    Autoregressive processes; Least-squares methods; Equations; Gaussian distribution; Parameter estimation; Stochastic processes; Taylor series;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1985.1104081
  • Filename
    1104081
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=850402