Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques

DOI10.1002/cjs.5550340110zbMath1095.62106MaRDI QIDQ5476455

Antony Gautier, Abdelouahab Bibi

Publication date: 14 July 2006

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550340110

zbMATH Keywords

tables; consistency; asymptotic normality; causality; invertibility; times series; higher order moments; moments estimation; periodic bilinear models

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

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

Related Items

Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality, Periodic stationarity of random coefficient periodic autoregressions, Evolutionary transfer functions of bilinear processes with time-varying coefficients, On stationarity and \(\beta \)-mixing of periodic bilinear processes, Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

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