OLS biasedness in AR(1) model
120879
Why is OLS estimator of AR(1) coefficient biased?
122127
An "AGM-GAM" inequality
33843
Assumption Of Linear Regression
58700
Biased and Efficient estimators
58402
Importance of the bias node in neural networks
79504
Analytical solution of a simple regression with fixed intercept
106596
Why L1 norm for sparse models
139231
Linear regression: any non-normal distribution giving identity of OLS and MLE?
3401
The variance of linear regression estimator $\beta_1$
78474
Intuitive explanation of the bias-variance tradeoff?
2898
What's the MSE of $\hat{Y}$ in ordinary least squares using bias-variance decomposition?
26550
ARMA/GARCH estimation in sequence
87493
Unbiased estimator with minimum variance for $1/\theta$
70260
Reason for not shrinking the bias (intercept) term in regression
101341
Variance of an AR and ARMA process derived from lag notation
38224
Bias-Variance decomposition derivation
50089
characterization of the existence of higher order expectation.