The univariate distribution function for a particular bilinear model

DOI10.1007/S10260-004-0096-0MaRDI QIDQ2498239zbMATH OpenOpenAlexFDO

Authors Francesco Giordano

Publication date 15 August 2006

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-004-0096-0

zbMATH Keywords

nonlinearitybilinear modelEdgeworth series

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Inference from stochastic processes (62M99)

Recommendations

• ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS
• On some distributional properties of a first-order nonnegative bilinear time series model
• CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS
• A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
• STATIONARITY AND CENTRAL LIMIT THEOREM ASSOCIATED WITH BILINEAR TIME SERIES MODELS

Cited in

(2)

• Interval estimation for a simple bilinear model
• ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS

This page was built for publication: The univariate distribution function for a particular bilinear model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2498239)