Pages that link to "Item:Q4854216"

The following pages link to A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION (Q4854216):

Displaying 12 items.

• Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality (Q257479) (← links)
• On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
• Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
• Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models (Q2348337) (← links)
• Interval estimation for a simple bilinear model (Q2435727) (← links)
• Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
• Stationarity and asymptotic inference of some periodic bilinear models. (Q2575637) (← links)
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL (Q2937713) (← links)
• Minimum distance estimation of Markov-switching bilinear processes (Q2953974) (← links)
• Periodic integer-valued bilinear time series model (Q2979591) (← links)
• Estimation of Some Bilinear Time Series Models with Time Varying Coefficients (Q3158142) (← links)
• The LASSO Method for Bilinear Time Series Models (Q3178511) (← links)