On periodic time-varying bilinear processes: structure and asymptotic inference

DOI10.1007/s10260-015-0344-5zbMath1349.62394OpenAlexW2279606001MaRDI QIDQ333536

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

zbMATH Keywords

consistencyasymptotic normalityminimum distance estimatorperiodic bilinear modelstrict and second-order periodic stationarity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (4)

QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations ⋮ Unnamed Item ⋮ QMLE for periodic time-varying asymmetric log GARCH models ⋮ QMLE of periodic time-varying bilinear– GARCH models

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