Separable lower triangular bilinear model (Q4819450)

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scientific article; zbMATH DE number 2103358
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Separable lower triangular bilinear model
scientific article; zbMATH DE number 2103358

    Statements

    Separable lower triangular bilinear model (English)
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    24 September 2004
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    time series
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    bilinear model
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    stationarity
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    autocovariance
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    spectral density
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    third-order cumulants
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    bispectral density
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    Yule-Walker equations
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