Asymptotic properties for the first-order bilinear time series model

DOI10.1080/03610929008830255MaRDI QIDQ3135300zbMATH OpenOpenAlexFDO

Authors Won Kyung Kim, L. Billard

Publication date 17 October 1993

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929008830255

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 192739 (Why is no real title available?)
• scientific article; zbMATH DE number 3591256 (Why is no real title available?)
• ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES
• ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS
• ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
• On the first-order bilinear time series model
• Some asymptotic theory for the bootstrap
• YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS

Cited in

(7)

• Robust estimation of bilinear time series models
• A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION
• Minimum distance estimation of Markov-switching bilinear processes
• INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
• On the non-negative first-order exponential bilinear time series model
• Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
• Estimation of Some Bilinear Time Series Models with Time Varying Coefficients

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