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scientific article; zbMATH DE number 841455
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scientific article; zbMATH DE number 841455

    Statements

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    4 February 1996
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    conditional least squares approach
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    AR(p) process
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    standardized bilinear time series
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    superdiagonal bilinear time series
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    new method
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    bilinear time series
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    AR residuals
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    nonlinear time series
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    simulations
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    estimation of bilinear models
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    conditional covariance structure
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    finite sample behaviour
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    Identifiers