ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL

DOI10.1111/j.1467-9892.1990.tb00053.xzbMath0711.62078MaRDI QIDQ3497077

L. Billard, Ishwar V. Basawa, Won Kyung Kim

Publication date: 1990

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00053.x

zbMATH Keywords

asymptotic normality; Gaussian white noise; moment estimator; least-squares estimate; bootstrap comparison; diagonal bilinear model

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62F10: Point estimation

Related Items

Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results, Detection of outliers and patches in bilinear time series models, Potential problems in estimating bilinear time-series models, Bayesian inferences and forecasting in bilinear time series models, Estimation of Periodic Bilinear Time Series Models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On bootstrapping two-stage least-squares estimates in stationary linear models
• An introduction to bispectral analysis and bilinear time series models
• Simulated power functions
• Some asymptotic theory for the bootstrap
• Bootstrapping regression models
• Stationarity and invertibility of simple bilinear models
• Bilinear control processes. With applications to engineering, ecology, and medicine
• The central limit theorem for dependent random variables
• On the first-order bilinear time series model
• FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS
• Bilinear systems: An appealing class of "nearly linear" systems in theory and applications