STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS (Q3985816): Difference between revisions
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Property / cites work: An introduction to bispectral analysis and bilinear time series models / rank | |||
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Property / cites work: Asymptotic behavior of least-squares estimates for autoregressive processes with infinite variances / rank | |||
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Revision as of 13:17, 15 May 2024
scientific article
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English | STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS |
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STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS (English)
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27 June 1992
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general bilinear times series model
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strictly stationary ergodic sequence of random variables
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minimal regularity conditions
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existence
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causality
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asymptotic normality
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sample mean
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spectral radius diagonable
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decomposability
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