Extremes of bilinear time series models

DOI10.1111/1467-9892.00051MaRDI QIDQ4221690zbMATH OpenOpenAlexFDO

Authors M. Antonia Amaral-Turkman, Feridun Turkman

Publication date 7 March 1999

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00051

zbMATH Keywords

bilinear time seriesextremal indexextremes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(12)

• Moving-maximum models for extrema of time series
• The sample ACF of a simple bilinear process
• Properties of a simple bilinear stochastic model: Estimation and predictability
• Extremes of Volterra series expansions with heavy-tailed innovations
• Integer-valued bilinear model with dependent counting series
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
• Median bilinear models in presence of extreme values
• scientific article; zbMATH DE number 6739318 (Why is no real title available?)
• The Taylor property in bilinear models
• An integer-valued bilinear time series model via two random operators
• A special integer-valued bilinear time series model with applications
• The story of a model: the first-order diagonal bilinear autoregression

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