scientific article; zbMATH DE number 3742451

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Bilinear Markovian representation and bilinear models
Current developments in time series modelling
Estimating linear representations of nonlinear processes
Stationarity and invertibility of simple bilinear models
Optimal rank-based tests against first-order superdiagonal bilinear dependence
Nonlinear modeling and prediction by successive approximation using radial basis functions
Potential problems in estimating bilinear time-series models
A new preliminary estimator for MA(1) models
Detection of additive outliers in bilinear time series
Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares
M-estimates of autoregression with random coefficients
Assessing DSGE model nonlinearities
Parameter estimation of Markov switching bilinear model using the (EM) algorithm
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
On the selection of subset bilinear time series models: a genetic algorithm approach
Nonlinear system identification and adaptive control using polynomial networks
Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series
The ARMA alphabet soup: a tour of ARMA model variants
A bivariate integer-valued bilinear autoregressive model with random coefficients
Interval estimation for a simple bilinear model
Parameter identification for nonlinear systems: guaranteed confidence regions through LSCR
Properties of a simple bilinear stochastic model: Estimation and predictability
Improved method of sea level forecasting at Venice (Northern Adriatic sea)
Integer-valued bilinear model with dependent counting series
A distance-based test of independence between two multivariate time series
INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
Bilinear term structure model
Artificial neural networks in time series forecasting: a comparative analysis.
Nonlinear ARMA models with functional MA coefficients
Nonlinearity tests in time series analysis
Maximum likelihood estimation in space time bilinear models
]Modeling dynamic systems by using the nonlinear difference equations based on genetic programming
Stationary integrated ARCH() and AR() processes with finite variance
Covariance analysis of the squares of the purely diagonal bilinear time series models
Separable lower triangular bilinear model
Identification of stable elementary bilinear time-series model
Integer-valued bilinear time series model with signed generalized power series thinning operator
Pseudo-Gaussian and rank-based tests for first-order superdiagonal bilinear models in panel data
An exponential autoregressive model for the forecasting of annual sunspots number
The stationarity and invertibility of a class of nonlinear ARMA models
Propriétés dans L²et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques
An integer-valued bilinear time series model via two random operators
A special integer-valued bilinear time series model with applications
Testing for Serial Independence: Beyond the Portmanteau Approach
Genetically evolved models and normality of their fitted residuals
Quadratic prediction of time series via auto-cumulants
A General Framework for Constructing Locally Self-Normalized Multiple-Change-Point Tests
On a matrix-valued autoregressive model
The story of a model: the first-order diagonal bilinear autoregression
Local asymptotic distribution theory for regime switching test in bilinear models
(Bi)spectral analysis of Markov switching bilinear time series
Probabilistic Time Series Forecasts with Autoregressive Transformation Models
Testing the functions defining a nonlinear autoregressive time series
Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results
Detection of outliers and patches in bilinear time series models
A note on the invertibility of nonlinear ARMA models

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