INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
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Publication:2937713
DOI10.1111/jtsa.12092zbMath1311.62149arXiv1405.3029MaRDI 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
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
62F10: Point estimation
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