YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS (Q3821444): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1111/j.1467-9892.1988.tb00478.x / rank | |||
| Property / cites work | |||
| Property / cites work: Q4082810 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4158357 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On a Method of Calculation of Semi-Invariants / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bilinear Markovian representation and bilinear models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An introduction to bispectral analysis and bilinear time series models / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1111/J.1467-9892.1988.TB00478.X / rank | |||
Normal rank | |||
Latest revision as of 20:05, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS |
scientific article |
Statements
YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS (English)
0 references
1988
0 references
third- and fourth-order lagged moments
0 references
cumulants
0 references
time series
0 references
bilinear model
0 references
stationary
0 references
Yule-Walker equations
0 references
