Asymptotic properties for the first-order bilinear time series model
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Publication:3135300
DOI10.1080/03610929008830255zbMATH Open0900.62460OpenAlexW2121989308MaRDI QIDQ3135300FDOQ3135300
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Some asymptotic theory for the bootstrap
- ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
- On the first-order bilinear time series model
- YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS
- ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES
- ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
Cited In (7)
- Robust estimation of bilinear time series models
- INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
- Minimum distance estimation of Markov-switching bilinear processes
- On the non-negative first-order exponential bilinear time series model
- Estimation of Some Bilinear Time Series Models with Time Varying Coefficients
- Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
- A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION
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