Covariance analysis of the squares of the purely diagonal bilinear time series models

DOI10.1214/09-BJPS111zbMATH Open1298.62151OpenAlexW2027002469MaRDI QIDQ468017FDOQ468017

Authors: Iheanyi S. Iwueze, Ohakwe Johnson 

Publication date: 5 November 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1291387775

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Title not available (Why is that?)
• Time series: theory and methods
• Title not available (Why is that?)
• ON THE ERGODICITY OF BILINEAR TIME SERIES MODELS
• A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
• Title not available (Why is that?)
• Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
• Title not available (Why is that?)
• DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1)
• ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
• ON THE THIRD-ORDER MOMENT STRUCTURE AND BISPECTRAL ANALYSIS OF SOME BILINEAR TIME SERIES
• Title not available (Why is that?)

Cited In (1)

• Lower diagonal bilinear moving average vector models

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