Pages that link to "Item:Q1073524"
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The following pages link to Bilinear Markovian representation and bilinear models (Q1073524):
Displayed 37 items.
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- On general periodic time-varying bilinear processes (Q429167) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
- Bilinear state space realization for polynomial stochastic systems (Q1178547) (← links)
- Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals (Q1194602) (← links)
- Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
- Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence (Q1299532) (← links)
- Autoregression quantiles and related rank score processes for generalized random coefficient autoregressive processes. (Q1299546) (← links)
- Nonparametric prediction by conditional median and quantiles (Q1410280) (← links)
- The mixing property of bilinear and generalised random coefficient autoregressive models (Q1819826) (← links)
- A note on the properties of some time varying bilinear models. (Q1871243) (← links)
- Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes (Q2269670) (← links)
- Asymptotic spectral theory for nonlinear time series (Q2456020) (← links)
- Pension Funding with Moving Average Rates of Return (Q2739850) (← links)
- On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644) (← links)
- On an independent and identically distributed mixture bilinear time-series model (Q3077682) (← links)
- The LASSO Method for Bilinear Time Series Models (Q3178511) (← links)
- DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) (Q3200426) (← links)
- DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (Q3799522) (← links)
- YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS (Q3821444) (← links)
- NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE (Q4012959) (← links)
- Recursive estimation of bilinear time series models (Q4202735) (← links)
- Some remarks on bilinear time series models (Q4203658) (← links)
- On nonlinear models for time series (Q4203659) (← links)
- Nonparametric forecasting: a comparison of three kernel-based methods (Q4214004) (← links)
- Stationarity of Gtarch Processes (Q4331860) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Robust estimation of bilinear time series models (Q4383745) (← links)
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) (← links)
- On the Covariance Structure of Time Varying Bilinear Models (Q4795539) (← links)
- Identification of stable elementary bilinear time-series model (Q4971691) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- A simple integer-valued bilinear time series model (Q5480013) (← links)
- Stability conditions for heteroscedastic factor models with conditionally autoregressive betas (Q5495694) (← links)
- Linear approximation of the threshold autoregressive model: an application to order estimation (Q6163484) (← links)