On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\)

DOI10.1016/j.crma.2012.04.002zbMath1239.62113OpenAlexW1968909980MaRDI QIDQ424766

Abdelouahab Bibi, Karima Kimouche

Publication date: 4 June 2012

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2012.04.002

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

On stationarity and second-order properties of bilinear random fields ⋮ Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models

Cites Work

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• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
• Spatial statistics and modeling. Translated from the French by Kevin Bleakley.
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• SUR UN MODÉLE AUTORÉGRESSIF NON LINÉAIRE, ERGODICITÉ ET ERGODICITÉ GÉOMÉTRIQUE
• On Wiener–Ito representation and the best linear predictors for bilinear time series
• On the Covariance Structure of Time Varying Bilinear Models
• Separable lower triangular bilinear model

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