QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations. (Q4568274)
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scientific article; zbMATH DE number 6890427
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| English | QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations. |
scientific article; zbMATH DE number 6890427 |
Statements
QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations (English)
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15 June 2018
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periodic bilinear model
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periodic ARMA model
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strict and second-order periodic stationarity
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strong consistency
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asymptotic normality
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0.8739214539527893
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0.8555176258087158
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0.8510735034942627
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0.8341697454452515
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0.8310794234275818
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