ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS
From MaRDI portal
Publication:3738438
DOI10.1111/j.1467-9892.1986.tb00499.xzbMath0602.62080MaRDI QIDQ3738438
M. Bhaskara Rao, K. Subramanyam, S. I. Akamanam
Publication date: 1986
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00499.x
uniqueness; method of least squares; ergodicity; Existence; innovation process; method of moments; strict stationarity; bilinear time series
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
Related Items
Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques, Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality, Covariance analysis of the squares of the purely diagonal bilinear time series models, Asymptotic properties for the first-order bilinear time series model, Bayesian inferences and forecasting in bilinear time series models
Cites Work