The Yule-Walker type difference equations and the moment estimation method for lower sub-diagonal bilinear models (Q2916409)
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scientific article; zbMATH DE number 6090943
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| English | The Yule-Walker type difference equations and the moment estimation method for lower sub-diagonal bilinear models |
scientific article; zbMATH DE number 6090943 |
Statements
5 October 2012
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auto-covariance
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third-order cumulants
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Yule-Walker equations
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moment estimation method
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difference equations
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time series analysis
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lower subdiagonal bilinear model
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The Yule-Walker type difference equations and the moment estimation method for lower sub-diagonal bilinear models (English)
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0.8766629695892334
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0.8598110675811768
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