On the Covariance Structure of Time Varying Bilinear Models

DOI10.1081/SAP-120017531zbMath1017.62074MaRDI QIDQ4795539

Abdelouahab Bibi

Publication date: 24 February 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

regularityergodicitycentral limit theoremquasi-stationary processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (14)

On periodic time-varying bilinear processes: structure and asymptotic inference ⋮ QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations ⋮ Spectral analysis for GARCH processes through a bilinear representation ⋮ Evolutionary transfer functions of bilinear processes with time-varying coefficients ⋮ On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\) ⋮ On the stability and causality of general time-dependent bilinear models. ⋮ A note on the stability and causality of general time-dependent bilinear models ⋮ Properties of some bilinear models with periodic regime switching ⋮ On the Markov-switching bilinear processes: stationarity, higher-order moments and β-mixing ⋮ On stationarity and \(\beta \)-mixing of periodic bilinear processes ⋮ Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques ⋮ Stationarity and asymptotic inference of some periodic bilinear models. ⋮ Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality ⋮ A note on the properties of some time varying bilinear models.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An introduction to bispectral analysis and bilinear time series models
• Bilinear Markovian representation and bilinear models
• Nonlinear time series and signal processing
• ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
• Theory of Bilinear Time Series Models
• On the general bilinear time series model
• On the first-order bilinear time series model
• Arma models with bilinear innovations
• SPECTRAL RADIUS, KRONECKER PRODUCTS AND STATIONARITY
• A SIMPLE CONDITION FOR THE EXISTENCE OF SOME STATIONARY BILINEAR TIME SERIES
• Multivariate arma models with generalized autoregressive linear innovation
• On Linear Difference Equations

This page was built for publication: On the Covariance Structure of Time Varying Bilinear Models