ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS

DOI10.1111/j.1467-9892.1986.tb00499.xzbMath0602.62080OpenAlexW2090178007MaRDI 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

zbMATH Keywords

uniquenessmethod of least squaresergodicityExistenceinnovation processmethod of momentsstrict stationaritybilinear time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (5)

Covariance analysis of the squares of the purely diagonal bilinear time series models ⋮ Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques ⋮ Asymptotic properties for the first-order bilinear time series model ⋮ Bayesian inferences and forecasting in bilinear time series models ⋮ Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality

Cites Work

• ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
• On the first-order bilinear time series model
• Unnamed Item

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