INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713): Difference between revisions

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-.1111/jtsa.12092
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+The sample ACF of a simple bilinear process
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+Limit theory for bilinear processes with heavy-tailed noise
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Robust estimation of bilinear time series models
@@ Property / cites work: Robust estimation of bilinear time series models / rank @@
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+CLS asymptotic variance for a particular relevant bilinear time series model
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+A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION
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+Q4158357
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+On the invertibility of time series models
@@ Property / cites work: On the invertibility of time series models / rank @@
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+Q3831895
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+Hellinger distance estimation of general bilinear time series models
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+Asymptotic properties for the first-order bilinear time series model
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+ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL
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+On stationarity and ergodicity of the bilinear model with applications to GARCH models
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+Estimation and Testing Stationarity for Double-Autoregressive Models
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+A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES
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+A note on causality and invertibility of a general bilinear time series model
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+On the general bilinear time series model
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+On the first-order bilinear time series model
@@ Property / cites work: On the first-order bilinear time series model / rank @@
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+FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS
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+Q3928089
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+On the quasi-likelihood estimation for random coefficient autoregressions
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+Extremes of bilinear time series models
@@ Property / cites work: Extremes of bilinear time series models / rank @@
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+Some remarks on bilinear time series models
@@ Property / cites work: Some remarks on bilinear time series models / rank @@
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+On some distributional properties of a first-order nonnegative bilinear time series model
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+.1111/JTSA.12092
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