On the first-order bilinear time series model
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Publication:3918953
DOI10.2307/3213316zbMath0466.62082OpenAlexW2330761232MaRDI QIDQ3918953
Publication date: 1981
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213316
covariance functioninvertibilitystationaritystrong consistencyleast squares estimatefirst-order bilinear time series model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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