Autocorrelation and Bias in Short Time Series: An Alternative Estimator
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DOI: 10.1023/A:1012223430234
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- Jaume Arnau & Roser Bono, 1998. "Short Time Series Analysis: C Statistic vs Edgington Model," Quality & Quantity: International Journal of Methodology, Springer, vol. 32(1), pages 63-75, February.
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- Abigail Perea & Julen Castellano & Lorea Alday & Antonio Hernández-Mendo, 2012. "Analysis of behaviour in sports through polar coordinate analysis with MATLAB ®," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(4), pages 1249-1260, June.
- Tanja Krone & Casper J. Albers & Marieke E. Timmerman, 2017. "A comparative simulation study of AR(1) estimators in short time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(1), pages 1-21, January.
- Sigrunn H. Sørbye & Pedro G. Nicolau & Håvard Rue, 2022. "Finite-sample properties of estimators for first and second order autoregressive processes," Statistical Inference for Stochastic Processes, Springer, vol. 25(3), pages 577-598, October.
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Keywords
autocorrelation; Monte Carlo simulation; short time series; statistical power;All these keywords.
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