On general periodic time-varying bilinear processes
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Publication:429167
DOI10.1016/j.econlet.2011.11.013zbMath1239.62103MaRDI QIDQ429167
Abdelouahab Bibi, Ines Lescheb
Publication date: 26 June 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2011.11.013
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
60F15: Strong limit theorems
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QMLE of periodic bilinear models and of PARMA models with periodic bilinear innovations, Certain Periodically Correlated Multicomponent Locally Stationary Processes
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