FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (Q4025280)
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scientific article; zbMATH DE number 123495
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| English | FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS |
scientific article; zbMATH DE number 123495 |
Statements
FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS (English)
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18 February 1993
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frequency-domain estimation
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Tanigushi criterion
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Whittle criterion
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linear time series models
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maximum likelihood
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bilinear models
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Kronecker product matrices
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state-space form
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0.8141422271728516
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0.800890326499939
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0.7932031154632568
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0.7895315289497375
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