scientific article; zbMATH DE number 1782273

MaRDI QIDQ4545495zbMATH OpenFDO

Authors Haoqiu Chen, Hai-Bin Wang

Publication date 15 August 2002

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
• Separable lower triangular bilinear model
• Second-order properties for multiple-bilinear models
• scientific article; zbMATH DE number 2147784
• An introduction to bispectral analysis and bilinear time series models

Cited in

(1)

• The generalized quadratic covariation for a bi-fBm

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4545495)