On the performance of estimators of parameter in autoregressive model of order one and optimal prediction under asymmetric loss

Soma Roychowdhury, Debasis Bhattacharya. On the performance of estimators of parameter in autoregressive model of order one and optimal prediction under asymmetric loss. MASA, 3(3):225-232, 2008. [doi]

@article{RoychowdhuryB08,
  title = {On the performance of estimators of parameter in autoregressive model of order one and optimal prediction under asymmetric loss},
  author = {Soma Roychowdhury and Debasis Bhattacharya},
  year = {2008},
  url = {http://iospress.metapress.com/content/9722811j626186w4/},
  researchr = {https://researchr.org/publication/RoychowdhuryB08},
  cites = {0},
  citedby = {0},
  journal = {MASA},
  volume = {3},
  number = {3},
  pages = {225-232},
}