Arma models with bilinear innovations
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Publication:4237922
DOI10.1080/15326349908807524zbMath0919.62101OpenAlexW2007144561MaRDI QIDQ4237922
Publication date: 2 September 1999
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349908807524
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (5)
On the Covariance Structure of Time Varying Bilinear Models ⋮ QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations ⋮ Properties of some bilinear models with periodic regime switching ⋮ Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques ⋮ Stationarity and asymptotic inference of some periodic bilinear models.
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