A Note on the Performance of Biased Estimators with Autocorrelated Errors

<div>Estimated mean squared error of <svg height="11.5564pt" id="M386" style="vertical-align:-2.26807pt" version="1.1" viewbox="-0.0498162 -9.28833 47.0663 11.5564" width="47.0663pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M393 379C402 394 400 411 393 422C384 437 365 448 348 448C301 448 237 372 186 285H182L193 335C210 408 205 448 178 448C150 448 80 402 29 344L45 321C80 355 114 373 122 373C128 373 130 365 124 330C106 228 76 98 50 -5L57 -12C82 -5 112 3 132 6L172 203C196 256 234 304 254 329C275 355 293 367 306 367C318 367 330 360 342 348C347 343 355 343 365 350S386 367 393 379Z" id="g113-115"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="422" vert-adv-y="422"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,8.394,0)"><path d="M535 230V280H52V230H535Z" id="g117-33"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="587" vert-adv-y="587"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,18.93,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z" id="g113-41"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="346" vert-adv-y="346"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,23.428,0)"><path d="M480 416C480 431 465 448 438 448C388 448 312 383 252 330C217 299 188 273 155 237H153L257 680C262 700 263 712 253 712C240 712 183 684 97 674L92 648L126 647C166 646 172 645 163 606L23 -6L29 -12C51 -5 77 2 107 8C115 62 130 128 142 180C153 193 179 220 204 241C231 170 259 106 288 54C317 0 336 -12 358 -12C381 -12 423 2 477 80L460 100C434 74 408 54 398 54C385 54 374 65 351 107C326 154 282 241 263 299C296 332 351 377 403 377C424 377 436 372 445 368C449 366 456 368 462 375C472 386 480 402 480 416Z" id="g113-108"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="503" vert-adv-y="503"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,29.967,0)"><path d="M95 130C70 130 46 113 46 88C46 72 54 64 59 64C93 55 121 33 121 -3C121 -41 93 -68 44 -88L55 -117C117 -98 186 -56 186 22C186 91 131 130 95 130Z" id="g113-45"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="228" vert-adv-y="228"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,35.11,0)"><path d="M530 686C535 705 530 712 521 712C504 712 448 684 359 674L358 648H393C437 648 439 646 429 593L400 435C372 447 345 448 332 448C286 448 194 414 144 373C68 311 23 203 23 111C23 26 57 -12 91 -12C120 -12 147 3 188 29C227 54 290 102 341 170H343L322 71C308 6 320 -12 341 -12C373 -12 442 27 501 96L485 120C455 91 422 67 408 67C401 67 401 76 404 91C440 294 479 473 530 686ZM387 375L355 241C326 187 200 53 142 53C126 53 109 73 109 130C109 217 154 337 218 381C240 396 265 404 297 404S372 390 387 375Z" id="g113-101"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="555" vert-adv-y="555"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,42.326,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z" id="g113-42"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="346" vert-adv-y="346"></glyph.data></g></svg> class and the PCTP estimators for US GDP data.</div>

International Journal of Mathematics and Mathematical Sciences

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Figure 1

Figure 1: A Note on the Performance of Biased Estimators with Autocorrelated Errors 