scientific article; zbMATH DE number 775915

zbMath0822.62079MaRDI QIDQ4839978

M. Eduarda A. da Silva, T. Subba Rao

Publication date: 18 October 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

identificationcumulantscanonical correlation analysisorder determinationhigher order momentsbilinear time series modelsYule-Walker type difference equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

On periodic time-varying bilinear processes: structure and asymptotic inference ⋮ Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series ⋮ Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence

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