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Publication:3831895
zbMath0676.62068MaRDI QIDQ3831895
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Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
invertibilitystrong consistencyleast squares estimatesnon-linear modelsdiagonal bilinear model of arbitrary orderquasiminimal Markovian representation
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL ⋮ Optimal rank-based tests against first-order superdiagonal bilinear dependence ⋮ On the non-negative first-order exponential bilinear time series model ⋮ Hellinger distance estimation of general bilinear time series models ⋮ Identification of stable elementary bilinear time-series model ⋮ An integer-valued bilinear time series model via two random operators ⋮ Consistency of quasi-maximum likelihood estimator for Markov-switching bilinear time series models
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