DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) (Q3200426)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4176282
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) |
scientific article; zbMATH DE number 4176282 |
Statements
DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) (English)
0 references
1991
0 references
higher-order cumulants
0 references
Yule-Walker difference equations
0 references
difference equations
0 references
higher-order moments
0 references
time series
0 references
bilinear model
0 references
autoregressive moving-average model
0 references
preliminary estimates
0 references
simulations
0 references
0 references
0.9388495087623596
0 references
0.8598110675811768
0 references
0.8085070252418518
0 references
