Geodesic
Approximate bias for first-order autoregressive model with uniform innovations. Small sample case
Discussiones Mathematicae. Probability and Statistics, Tome 22 (2002) no. 1-2, pp. 15-26

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The first-order autoregressive model with uniform innovations is considered. The approximate bias of the maximum likelihood estimator (MLE) of the parameter is obtained. Also, a formula for the approximate bias is given when a single outlier occurs at a specified time with a known amplitude. Simulation procedures confirm that our formulas are suitable. A small sample case is considered only.
Keywords: autoregressive model, bias, outlier, uniform distribution 
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     title = {Approximate bias for first-order autoregressive model with uniform innovations. {Small} sample case},
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Nouali, Karima; Fellag, Hocine. Approximate bias for first-order autoregressive model with uniform innovations. Small sample case. Discussiones Mathematicae. Probability and Statistics, Tome 22 (2002) no. 1-2, pp. 15-26. http://geodesic.mathdoc.fr/item/DMPS_2002_22_1-2_a1/