INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL

DOI10.1111/jtsa.12092zbMath1311.62149arXiv1405.3029OpenAlexW1714659815MaRDI QIDQ2937713

Fukang Zhu, Shiqing Ling, Liang Peng

Publication date: 12 January 2015

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

Full work available at URL: https://arxiv.org/abs/1405.3029

zbMATH Keywords

LSEasymptotic distributionMLEbilinear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

Related Items

The gradient-based iterative estimation algorithms for bilinear systems with autoregressive noise, A bivariate integer-valued bilinear autoregressive model with random coefficients

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