Artificial neural network small‐sample‐bias‐corrections of the AR(1) parameter close to unit root

Details

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UNIL restricted access
State: Public
Version: Final published version
License: CC BY 4.0
Serval ID
serval:BIB_27AA202011B5
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Artificial neural network small‐sample‐bias‐corrections of the AR(1) parameter close to unit root
Journal
Statistica Neerlandica
Author(s)
Jiang Haozhe, Okhrin Ostap, Rockinger Michael
ISSN
0039-0402
1467-9574
Publication state
Published
Issued date
02/2025
Peer-reviewed
Oui
Volume
79
Number
1
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_27AA202011B5
DOI
10.1111/stan.12354
Web of science
001281219000001
Open Access
Yes
Create date
12/05/2025 9:02
Last modification date
14/05/2025 7:09
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