ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS
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Publication:3327557
DOI10.1111/j.1467-9892.1983.tb00369.xzbMath0541.62071MaRDI QIDQ3327557
Hong-Zhi An, Shouren Wang, Howell Tong
Publication date: 1983
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1983.tb00369.x
Gaussian white noise; stationary first order bilinear process; unbounded probability density function
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62E99: Statistical distribution theory
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