ACMUB: Median Unbiased Estimation of the AR(p) Model
Version 1.0.0.0 (3.2 KB) by
Thomas Maag
Approximately median unbiased estimation of the AR(p) model following Andrews and Chen (1994).
This function implements approximately median unbiased (MU) estimation of the AR(p) model following Andrews, D.W.K and H.-Y. Chen (1994), "Approximately Median-Unbiased Estimation of Autoregressive Models," Journal of Business & Economic Statistics, 12(2), 187-204.
No toolboxes are required.
Cite As
Thomas Maag (2024). ACMUB: Median Unbiased Estimation of the AR(p) Model (https://www.mathworks.com/matlabcentral/fileexchange/23633-acmub-median-unbiased-estimation-of-the-ar-p-model), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2008b
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
Find more on Multivariate Models in Help Center and MATLAB Answers
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 |