ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS

DOI10.1111/J.1467-9892.1983.TB00369.XMaRDI QIDQ3327557zbMATH OpenOpenAlexFDO

Authors Shouren Wang, Hongzhi An, Howell Tong

Publication date 1983

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1983.tb00369.x

zbMATH Keywords

Gaussian white noisestationary first order bilinear processunbounded probability density function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistical distribution theory (62E99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• The univariate distribution function for a particular bilinear model
• On some distributional properties of a first-order nonnegative bilinear time series model
• A note on the stationarity of a threshold first-order bilinear process
• On the non-negative first-order exponential bilinear time series model
• The sample ACF of a simple bilinear process

Cites work

• scientific article; zbMATH DE number 3591256 (Why is no real title available?)
• On the first-order bilinear time series model

Cited in

(5)

• The sample ACF of a simple bilinear process
• The univariate distribution function for a particular bilinear model
• On some distributional properties of a first-order nonnegative bilinear time series model
• On nonlinear models for time series
• scientific article; zbMATH DE number 5226480 (Why is no real title available?)

This page was built for publication: ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3327557)