On periodic time-varying bilinear processes: structure and asymptotic inference
DOI10.1007/S10260-015-0344-5zbMATH Open1349.62394OpenAlexW2279606001MaRDI QIDQ333536FDOQ333536
Authors: Abdelouahab Bibi, Ahmed Ghezal 
Publication date: 31 October 2016
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-015-0344-5
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- A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL
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Cited In (17)
- Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
- QMLE of periodic time-varying bilinear– GARCH models
- Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
- Stationarity and asymptotic inference of some periodic bilinear models.
- QMLE for periodic time-varying asymmetric log GARCH models
- CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS
- Title not available (Why is that?)
- Estimation of Periodic Bilinear Time Series Models
- A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL
- Stability analysis of the first-order periodic autoregressive diagonal bilinear model
- On the \(p\)-dimensional system of nonlinear difference equations: \((K+2)\)-periodic solutions and convergence
- On the theory of periodic multivariate INAR processes
- On general periodic time-varying bilinear processes
- Estimation of Some Bilinear Time Series Models with Time Varying Coefficients
- QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations
- On the Covariance Structure of Time Varying Bilinear Models
- Evolutionary transfer functions of bilinear processes with time-varying coefficients
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