Stationary solution and parametric estimation for bilinear model driven by ARCH noises

zbMath1098.62550MaRDI QIDQ2503863

Guodong Li, Jiazhu Pan, Zhong-Jie Xie

Publication date: 22 September 2006

Published in: Science in China. Series A (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (1)

QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations

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