Correction for finite sample coefficients in autoregressive model

1 view (last 30 days)
Dear matlab users,
I'm trying to run an autoregressive model with the correction of finite sample coefficients.
The model is based on Shaman & Stine's paper "The bias of autoregressive coefficient estimators".
I didn't find anything about the codes and procedure I have to use on toolboxes.
Does someone knows the codes?
Thanks a lot!

Answers (1)

Shashank Prasanna
Shashank Prasanna on 3 May 2013
This is very specialized and a particular domain specific application. Such code most likely live on the File Exchange. If not you may have to implement it on your own. Community members can help you along the way.

Categories

Find more on Conditional Mean Models in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!