scientific article; zbMATH DE number 1066381
From MaRDI portal
Publication:4357570
zbMath0883.62104MaRDI QIDQ4357570
Publication date: 25 September 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (8)
Evolutionary transfer functions of bilinear processes with time-varying coefficients ⋮ On the stability and causality of general time-dependent bilinear models. ⋮ Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results ⋮ A note on the stability and causality of general time-dependent bilinear models ⋮ Properties of some bilinear models with periodic regime switching ⋮ Propriétés dans L2et estimation des processus purement bilinéaires et strictement superdiagonaux à coefficients périodiques ⋮ Yule-Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality ⋮ A note on the properties of some time varying bilinear models.
This page was built for publication: