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 / MaRDI profile type: MaRDI publication profile / rank | |||
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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 / OpenAlex ID: W1976532355 / 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
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)
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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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