YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS (Q3821444): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00478.x / rank
 
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Property / cites work: Q4082810 / rank
 
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Property / cites work: Q4158357 / rank
 
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Property / cites work: On a Method of Calculation of Semi-Invariants / rank
 
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Property / cites work: Bilinear Markovian representation and bilinear models / rank
 
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Property / cites work: An introduction to bispectral analysis and bilinear time series models / rank
 
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Latest revision as of 13:48, 19 June 2024

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YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS
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    YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS (English)
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    1988
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    third- and fourth-order lagged moments
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    cumulants
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    time series
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    bilinear model
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    stationary
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    Yule-Walker equations
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