Linear regressions with bilinear time series errors

MaRDI QIDQ2910006zbMATH OpenFDO

Authors Zouaoui Chikr-el-Mezouar, Attouch Mohammed Kadi, M. M. Gabr

Publication date 7 September 2012

Published in Panamerican Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

bilinear modelscorrelated errors

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(2)

• Potential problems in estimating bilinear time-series models
• A simple linear time series model with misleading nonlinear properties

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