scientific article; zbMATH DE number 4041105

zbMATH Open0638.62088MaRDI QIDQ3779620FDOQ3779620

Authors

Publication date 1988

zbMATH Keywords

ergodicityARMA modelsoverviewbilinear time seriesdegrees of stationaritynon-anticipative affine, bilinear, autoregressive moving-average modelsscalar model estimation

Mathematics Subject Classification ID

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

Recommendations

• An introduction to bispectral analysis and bilinear time series models
• scientific article; zbMATH DE number 3854253
• Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
• On the problem of model selection in bilinear time series analyses
• MULTIPLE BILINEAR TIME SERIES MODELS

Cited in

(7)

• A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION
• ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES
• scientific article; zbMATH DE number 1959518 (Why is no real title available?)
• scientific article; zbMATH DE number 734835 (Why is no real title available?)
• Hellinger distance estimation of general bilinear time series models
• MULTIPLE BILINEAR TIME SERIES MODELS
• scientific article; zbMATH DE number 1072462 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3779620)