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

, , and . Statistica Neerlandica, (Jul 31, 2024)Publisher Copyright: © 2024 The Author(s). Statistica Neerlandica published by John Wiley & Sons Ltd on behalf of Netherlands Society for Statistics and Operations Research..
DOI: 10.1111/stan.12354

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Artificial neural network small-sample-bias-corrections of the AR(1) parameter close to unit root, , and . Statistica Neerlandica, (Jul 31, 2024)Publisher Copyright: © 2024 The Author(s). Statistica Neerlandica published by John Wiley & Sons Ltd on behalf of Netherlands Society for Statistics and Operations Research..