ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS

DOI10.1111/J.1467-9892.1986.TB00489.XMaRDI QIDQ3719674zbMATH OpenOpenAlexFDO

Authors Kuldeep Kumar

Publication date 1986

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.1986.tb00489.x

zbMATH Keywords

bilinear modelsdiagonalmodel identificationnon zero momentsSimulation experimentssubdiagonal modelssuperdiagonalthird order momentstrue white noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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