ACMUB: Median Unbiased Estimation of the AR(p) Model: All Files - File Exchange

Code covered by the BSD License

[bw,b0,aw,a0]=acmub(Y,p,reps,... This function implements approximately median unbiased (MU) estimation of
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from ACMUB: Median Unbiased Estimation of the AR(p) Model by Thomas Maag
Approximately median unbiased estimation of the AR(p) model following Andrews and Chen (1994).

All files for ACMUB: Median Unbiased Estimation of the AR(p) Model
/acmub.m /license.txt