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

DOI10.1007/S10260-015-0344-5MaRDI QIDQ333536zbMATHOpenAlexFDO

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

zbMATH Keywords

asymptotic normalityconsistencyminimum 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)

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Cited in

(19)

• Stability analysis of the first-order periodic autoregressive diagonal bilinear model
• Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
• CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATORS FOR PERIODIC BILINEAR MODELS
• QMLE for periodic time-varying asymmetric log GARCH models
• Frequency-domain estimation of continuous-time bilinear processes
• Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes
• scientific article; zbMATH DE number 7783794 (Why is no real title available?)
• On general periodic time-varying bilinear processes
• Estimation of Periodic Bilinear Time Series Models
• QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations.
• Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality
• Estimation of Some Bilinear Time Series Models with Time Varying Coefficients
• QMLE of periodic time-varying bilinear– GARCH models
• A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL
• Stationarity and asymptotic inference of some periodic bilinear models.
• On the theory of periodic multivariate INAR processes
• On the \(p\)-dimensional system of nonlinear difference equations: \((K+2)\)-periodic solutions and convergence
• On the Covariance Structure of Time Varying Bilinear Models
• Evolutionary transfer functions of bilinear processes with time-varying coefficients

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