Pages that link to "Item:Q257479"

The following pages link to Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479):

Displayed 5 items.

• On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) ‎ (← links)
• Minimum distance estimation of Markov-switching bilinear processes (Q2953974) ‎ (← links)
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (Q4568274) ‎ (← links)
• On an independent-switching periodic autoregressive conditional duration (Q6172117) ‎ (← links)
• Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends (Q6189981) ‎ (← links)