On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods

Author： Tanizaki Hisashi   Hamori Shigeyuki   Matsubayashi Yoichi  

Publisher： Springer Publishing Company

ISSN： 0932-5026

Source： Statistical Papers, Vol.47, Iss.1, 2006-01, pp. : 109-124

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