FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (Q4025280)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS |
scientific article |
Statements
FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (English)
0 references
18 February 1993
0 references
frequency-domain estimation
0 references
Tanigushi criterion
0 references
Whittle criterion
0 references
linear time series models
0 references
maximum likelihood
0 references
bilinear models
0 references
Kronecker product matrices
0 references
state-space form
0 references
0 references
0 references