DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) (Q3200426)
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scientific article; zbMATH DE number 4176282
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| 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)
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1991
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higher-order cumulants
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Yule-Walker difference equations
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difference equations
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higher-order moments
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time series
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bilinear model
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autoregressive moving-average model
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preliminary estimates
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simulations
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0.9388495087623596
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0.8598110675811768
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0.8085070252418518
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