Identification of the coefficients in a non-linear time series of the quadratic type
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Publication:1069633
DOI10.1016/0304-4076(85)90140-XzbMath0584.62153MaRDI QIDQ1069633
Melvin J. Hinich, Douglas M. Patterson
Publication date: 1985
Published in: Journal of Econometrics (Search for Journal in Brave)
third-order cumulant; quadratic model; non-linear time series; bicovariance; finite parameter model; second- order Volterra expansion of a stable non-linear filter
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E12: Identification in stochastic control theory
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